+402.6%
XME vs AMP
+589.3%
-186.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | -4.2% | -0.5% | -3.7% | -3.9% |
| 30D | -2.7% | -1.3% | -1.4% | -2.1% |
| 3M | -3.9% | +24.2% | -28.1% | -15.5% |
| 6M | -1.0% | +24.6% | -25.5% | -13.3% |
| YTD | +9.8% | +14.8% | -5.0% | +0.1% |
| 1Y | +32.5% | +12.8% | +19.8% | +21.8% |
| 3Y | +124.3% | +69.0% | +55.4% | +60.9% |
| 5Y | +165.8% | +124.9% | +40.9% | +59.8% |
| All | +402.6% | +589.3% | -186.7% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling