+32.5%
XME vs AMP
+14.8%
+17.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | -2.7% | -1.3% | -1.4% | -2.4% |
| 3M | -3.9% | +24.2% | -28.1% | -11.1% |
| 6M | -1.0% | +24.6% | -25.5% | -8.6% |
| YTD | +9.8% | +14.8% | -5.0% | +3.9% |
| 1Y | +32.5% | +12.8% | +19.8% | +22.4% |
| All | +32.5% | +14.8% | +17.8% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling