+102.9%
XLP vs AMP
+574.4%
-471.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.4% | +2.6% | -4.0% | -2.0% |
| 30D | -1.3% | +0.8% | -2.1% | -1.5% |
| 3M | +1.8% | +24.3% | -22.4% | -3.1% |
| 6M | -0.8% | +20.6% | -21.4% | -5.2% |
| YTD | +9.5% | +14.6% | -5.1% | +5.5% |
| 1Y | +7.2% | +14.5% | -7.4% | +3.1% |
| 3Y | +27.1% | +67.9% | -40.8% | +9.7% |
| 5Y | +32.0% | +122.5% | -90.5% | +4.2% |
| 10Y | +102.9% | +573.3% | -470.4% | +27.9% |
| All | +102.9% | +574.4% | -471.5% | +27.9% |
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