+784.6%
XLY vs AMP
+2,112.0%
-1,327.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | -4.2% | -1.3% | -2.9% | -3.7% |
| 3M | -2.7% | +24.2% | -26.9% | -10.7% |
| 6M | -0.6% | +24.6% | -25.2% | -9.2% |
| YTD | -5.0% | +14.8% | -19.9% | -10.8% |
| 1Y | -4.1% | +12.8% | -16.9% | -9.4% |
| 3Y | +33.6% | +69.0% | -35.4% | +7.1% |
| 5Y | +28.7% | +124.9% | -96.1% | -8.1% |
| 10Y | +219.6% | +583.5% | -363.9% | +39.5% |
| All | +784.6% | +2,112.0% | -1,327.4% | +119.1% |
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