+159.8%
XLB vs AMP
+589.3%
-429.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | 0.0% |
| 7D | -2.8% | -0.5% | -2.3% | -2.6% |
| 30D | -3.1% | -1.3% | -1.8% | -2.6% |
| 3M | -0.2% | +24.2% | -24.4% | -9.7% |
| 6M | +3.1% | +24.6% | -21.5% | -7.2% |
| YTD | +13.3% | +14.8% | -1.6% | +5.1% |
| 1Y | +12.0% | +12.8% | -0.7% | +4.7% |
| 3Y | +31.4% | +69.0% | -37.6% | -0.3% |
| 5Y | +33.9% | +124.9% | -90.9% | -12.5% |
| All | +159.8% | +589.3% | -429.5% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling