+128.8%
XLP vs AMP
+585.0%
-456.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | 0.0% |
| 7D | +0.1% | +3.1% | -3.1% | -0.7% |
| 30D | +8.9% | +3.9% | +5.0% | +7.9% |
| 3M | +7.5% | -5.8% | +13.3% | +8.8% |
| 6M | +9.4% | +12.1% | -2.6% | +6.3% |
| YTD | +19.3% | +7.1% | +12.2% | +16.5% |
| 1Y | +21.7% | +14.2% | +7.5% | +17.0% |
| 3Y | +44.0% | +62.5% | -18.5% | +24.5% |
| 5Y | +42.8% | +82.6% | -39.8% | +17.5% |
| 10Y | +128.8% | +515.9% | -387.2% | +48.7% |
| All | +128.8% | +585.0% | -456.2% | +48.7% |
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 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