+8.9%
XLRE vs AMP
+122.1%
-113.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.6% |
| 7D | -1.2% | -0.5% | -0.6% | -1.0% |
| 30D | -2.4% | -1.3% | -1.1% | -2.0% |
| 3M | -2.5% | +24.2% | -26.7% | -9.2% |
| 6M | +4.0% | +24.6% | -20.6% | -3.5% |
| YTD | +9.3% | +14.8% | -5.5% | +3.6% |
| 1Y | +5.6% | +12.8% | -7.2% | +0.6% |
| 3Y | +31.3% | +69.0% | -37.7% | +3.5% |
| All | +8.9% | +122.1% | -113.2% | -22.9% |
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 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