+173.9%
XLE vs AMP
+476.7%
-302.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | -0.2% | -1.1% | +0.8% | +0.3% |
| 30D | -4.0% | +4.4% | -8.4% | -6.6% |
| 3M | +4.6% | -7.3% | +11.9% | +8.1% |
| 6M | +12.3% | +12.9% | -0.6% | +3.9% |
| YTD | +44.5% | +7.5% | +37.1% | +35.6% |
| 1Y | +42.4% | +13.3% | +29.1% | +29.5% |
| 3Y | +67.0% | +60.8% | +6.2% | +21.7% |
| 5Y | +161.9% | +82.7% | +79.2% | +70.8% |
| 10Y | +173.9% | +468.7% | -294.8% | -3.7% |
| All | +173.9% | +476.7% | -302.8% | -3.7% |
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