+767.2%
XLI vs AMP
+2,108.3%
-1,341.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +1.0% | +2.6% | -1.6% | -0.1% |
| 30D | -5.8% | +0.8% | -6.7% | -6.2% |
| 3M | +0.7% | +24.3% | -23.6% | -7.9% |
| 6M | +3.2% | +20.6% | -17.4% | -4.7% |
| YTD | +13.0% | +14.6% | -1.6% | +6.0% |
| 1Y | +16.8% | +14.5% | +2.2% | +9.4% |
| 3Y | +72.4% | +67.9% | +4.5% | +37.1% |
| 5Y | +82.8% | +122.5% | -39.7% | +27.9% |
| 10Y | +252.4% | +573.3% | -320.9% | +51.9% |
| All | +767.2% | +2,108.3% | -1,341.1% | +118.2% |
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 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