+70.3%
XLI vs AMP
+66.7%
+3.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.8% |
| 7D | -1.7% | -0.5% | -1.1% | -1.4% |
| 30D | -7.3% | -1.3% | -5.9% | -6.8% |
| 3M | -1.3% | +24.2% | -25.5% | -10.0% |
| 6M | +2.2% | +24.6% | -22.3% | -7.1% |
| YTD | +11.7% | +14.8% | -3.1% | +4.5% |
| 1Y | +14.3% | +12.8% | +1.5% | +7.5% |
| 3Y | +70.3% | +69.0% | +1.4% | +29.6% |
| All | +70.3% | +66.7% | +3.7% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling