+241.5%
XME vs AMP
+1,872.0%
-1,630.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | +3.6% | +2.6% | +1.0% | +2.1% |
| 30D | +3.6% | +0.8% | +2.8% | +3.1% |
| 3M | +1.2% | +24.3% | -23.0% | -10.7% |
| 6M | +9.0% | +20.6% | -11.5% | -2.4% |
| YTD | +15.9% | +14.6% | +1.3% | +6.1% |
| 1Y | +43.2% | +14.5% | +28.6% | +30.8% |
| 3Y | +137.4% | +67.9% | +69.4% | +73.4% |
| 5Y | +185.0% | +122.5% | +62.5% | +76.2% |
| 10Y | +409.5% | +573.3% | -163.8% | +59.4% |
| All | +241.5% | +1,872.0% | -1,630.4% | -55.0% |
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 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