+351.2%
XLE vs AMP
+2,123.7%
-1,772.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.0% |
| 30D | +11.8% | -0.1% | +11.9% | +11.7% |
| 3M | +9.8% | +23.6% | -13.7% | -0.7% |
| 6M | +15.6% | +20.4% | -4.8% | +5.2% |
| YTD | +45.3% | +15.4% | +29.8% | +34.0% |
| 1Y | +48.3% | +11.0% | +37.3% | +38.9% |
| 3Y | +55.4% | +70.5% | -15.0% | +17.7% |
| 5Y | +216.1% | +121.4% | +94.7% | +107.3% |
| 10Y | +178.4% | +575.6% | -397.2% | +7.1% |
| All | +351.2% | +2,123.7% | -1,772.6% | -12.4% |
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