+143.7%
XLC vs AMP
+343.4%
-199.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.7% |
| 7D | +0.5% | -0.5% | +1.0% | +0.7% |
| 30D | +2.1% | -1.3% | +3.4% | +2.6% |
| 3M | +0.7% | +24.2% | -23.5% | -7.7% |
| 6M | -3.2% | +24.6% | -27.8% | -11.6% |
| YTD | -3.8% | +14.8% | -18.6% | -9.7% |
| 1Y | -2.0% | +12.8% | -14.8% | -7.6% |
| 3Y | +71.4% | +69.0% | +2.4% | +35.2% |
| 5Y | +40.7% | +124.9% | -84.2% | -2.5% |
| All | +143.7% | +343.4% | -199.7% | +16.1% |
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