+39.3%
XLC vs AMP
+118.7%
-79.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.7% | -2.0% | +0.4% | -0.8% |
| 30D | +0.2% | -1.7% | +1.9% | +0.9% |
| 3M | +0.7% | +23.2% | -22.5% | -8.1% |
| 6M | -4.5% | +22.2% | -26.6% | -12.7% |
| YTD | -4.7% | +14.0% | -18.7% | -10.9% |
| 1Y | -1.5% | +14.0% | -15.5% | -8.1% |
| 3Y | +72.2% | +67.0% | +5.2% | +29.8% |
| 5Y | +39.3% | +123.2% | -83.9% | -12.6% |
| All | +39.3% | +118.7% | -79.4% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling