+168.5%
XME vs AMP
+118.7%
+49.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | -3.0% | -2.0% | -1.0% | -1.9% |
| 30D | -2.6% | -1.7% | -0.9% | -1.7% |
| 3M | +2.2% | +23.2% | -21.1% | -10.5% |
| 6M | +0.7% | +22.2% | -21.5% | -11.6% |
| YTD | +10.9% | +14.0% | -3.1% | +0.9% |
| 1Y | +35.7% | +14.0% | +21.7% | +23.1% |
| 3Y | +127.1% | +67.0% | +60.1% | +55.9% |
| 5Y | +168.5% | +123.2% | +45.2% | +46.0% |
| All | +168.5% | +118.7% | +49.8% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling