+497.5%
XLB vs AMP
+2,123.7%
-1,626.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | +2.0% | +23.6% | -21.6% | -6.8% |
| 6M | +1.8% | +20.4% | -18.5% | -6.1% |
| YTD | +16.6% | +15.4% | +1.1% | +8.8% |
| 1Y | +16.9% | +11.0% | +6.0% | +10.6% |
| 3Y | +32.6% | +70.5% | -37.9% | +3.5% |
| 5Y | +35.6% | +121.4% | -85.7% | -6.2% |
| 10Y | +160.0% | +575.6% | -415.6% | +6.6% |
| All | +497.5% | +2,123.7% | -1,626.2% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling