+225.7%
XLE vs AMP
+122.1%
+103.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | 0.0% | +2.6% | -2.6% | -1.0% |
| 30D | +12.6% | +0.8% | +11.8% | +12.2% |
| 3M | +11.8% | +24.3% | -12.4% | +1.9% |
| 6M | +16.1% | +20.6% | -4.5% | +6.7% |
| YTD | +46.9% | +14.6% | +32.2% | +37.2% |
| 1Y | +53.3% | +14.5% | +38.7% | +42.8% |
| 3Y | +54.9% | +67.9% | -13.0% | +18.8% |
| 5Y | +225.7% | +122.5% | +103.2% | +104.2% |
| All | +225.7% | +122.1% | +103.6% | +104.2% |
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