+585.6%
XLP vs AMP
+1,963.1%
-1,377.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.2% |
| 7D | +0.1% | +3.1% | -3.1% | -0.5% |
| 30D | +8.9% | +3.9% | +5.0% | +8.1% |
| 3M | +7.5% | -5.8% | +13.3% | +8.6% |
| 6M | +9.4% | +12.1% | -2.6% | +6.8% |
| YTD | +19.3% | +7.1% | +12.2% | +16.9% |
| 1Y | +21.7% | +14.2% | +7.5% | +17.8% |
| 3Y | +44.0% | +62.5% | -18.5% | +28.2% |
| 5Y | +42.8% | +82.6% | -39.8% | +22.4% |
| 10Y | +128.8% | +515.9% | -387.2% | +47.3% |
| All | +585.6% | +1,963.1% | -1,377.5% | +221.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling