+142.5%
XLC vs AMP
+345.8%
-203.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -0.8% | +0.2% | -1.1% | -0.9% |
| 30D | +1.0% | -0.1% | +1.1% | +1.1% |
| 3M | -0.7% | +23.6% | -24.3% | -8.8% |
| 6M | -5.1% | +20.4% | -25.5% | -12.2% |
| YTD | -4.3% | +15.4% | -19.7% | -10.4% |
| 1Y | -0.6% | +11.0% | -11.5% | -5.7% |
| 3Y | +72.7% | +70.5% | +2.2% | +35.7% |
| 5Y | +38.0% | +121.4% | -83.4% | -3.9% |
| All | +142.5% | +345.8% | -203.3% | +15.3% |
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