+420.2%
XLU vs AMP
+2,112.0%
-1,691.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -3.3% | -1.3% | -2.0% | -3.1% |
| 3M | -3.2% | +24.2% | -27.3% | -7.8% |
| 6M | -7.0% | +24.6% | -31.5% | -11.6% |
| YTD | +0.6% | +14.8% | -14.2% | -3.0% |
| 1Y | +2.4% | +12.8% | -10.3% | -1.1% |
| 3Y | +46.3% | +69.0% | -22.7% | +27.8% |
| 5Y | +44.0% | +124.9% | -80.9% | +16.2% |
| 10Y | +140.1% | +583.5% | -443.5% | +44.3% |
| All | +420.2% | +2,112.0% | -1,691.8% | +109.9% |
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 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