+148.7%
XLK vs AMP
+122.1%
+26.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | +0.2% | -0.5% | +0.7% | +0.5% |
| 30D | -0.6% | -1.3% | +0.7% | 0.0% |
| 3M | +2.6% | +24.2% | -21.6% | -9.2% |
| 6M | +34.0% | +24.6% | +9.4% | +18.0% |
| YTD | +30.7% | +14.8% | +15.8% | +19.4% |
| 1Y | +39.2% | +12.8% | +26.4% | +28.1% |
| 3Y | +120.4% | +69.0% | +51.5% | +56.4% |
| All | +148.7% | +122.1% | +26.6% | +45.7% |
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 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