+108.1%
XLRE vs AMP
+528.5%
-420.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 6M | +4.0% | +24.6% | -20.6% | -3.7% |
| YTD | +9.3% | +14.8% | -5.5% | +3.5% |
| 1Y | +5.6% | +12.8% | -7.2% | +0.4% |
| 3Y | +31.3% | +69.0% | -37.7% | +6.6% |
| 5Y | +9.5% | +124.9% | -115.3% | -20.7% |
| 10Y | +89.0% | +583.5% | -494.5% | -6.8% |
| All | +108.1% | +528.5% | -420.3% | +3.0% |
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