+128.8%
XLP vs AMP
+582.6%
-453.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.1% |
| 7D | +0.1% | +2.8% | -2.7% | -0.6% |
| 30D | +8.9% | +3.6% | +5.4% | +8.0% |
| 3M | +7.5% | -6.1% | +13.6% | +8.9% |
| 6M | +9.4% | +11.7% | -2.2% | +6.4% |
| YTD | +19.3% | +6.7% | +12.5% | +16.6% |
| 1Y | +21.7% | +13.8% | +7.9% | +17.1% |
| 3Y | +44.0% | +61.9% | -18.0% | +24.6% |
| 5Y | +42.8% | +82.0% | -39.2% | +17.6% |
| 10Y | +128.8% | +513.8% | -385.1% | +48.9% |
| All | +128.8% | +582.6% | -453.9% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling