+42.0%
XLP vs AMP
+75.0%
-33.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.0% |
| 7D | +0.7% | +2.2% | -1.4% | +0.3% |
| 30D | +10.3% | +2.2% | +8.0% | +9.8% |
| 3M | +6.5% | -10.4% | +17.0% | +8.6% |
| 6M | +8.4% | +5.8% | +2.5% | +7.1% |
| YTD | +18.2% | +3.3% | +14.9% | +16.9% |
| 1Y | +22.4% | +11.1% | +11.4% | +19.2% |
| 3Y | +41.9% | +56.0% | -14.2% | +24.8% |
| All | +42.0% | +75.0% | -33.0% | +18.1% |
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