+533.8%
XLP vs AMP
+2,123.7%
-1,589.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -0.9% | -0.1% | -0.8% | -0.9% |
| 3M | +3.8% | +23.6% | -19.7% | -0.5% |
| 6M | -1.7% | +20.4% | -22.1% | -5.5% |
| YTD | +10.3% | +15.4% | -5.2% | +6.6% |
| 1Y | +7.8% | +11.0% | -3.2% | +4.9% |
| 3Y | +27.2% | +70.5% | -43.3% | +12.2% |
| 5Y | +32.5% | +121.4% | -88.9% | +9.4% |
| 10Y | +101.8% | +575.6% | -473.8% | +27.4% |
| All | +533.8% | +2,123.7% | -1,589.9% | +193.4% |
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