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  • XME vs AMP✓SelectedUSD · AMPXME vs AMP performance historyLatest closeAs of+1.12%09/08
Stock and ETF performance explorer

XME vs AMP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+241.5%
AMP return
+1,872.0%
Excess return
-1,630.4%
Maximum drawdown
-85.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAMPExcessAlpha
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