+257.2%
XOM vs AMP
+122.1%
+135.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.2% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | +4.6% | -1.3% | +5.9% | +4.9% |
| 3M | +14.0% | +24.2% | -10.2% | +6.1% |
| 6M | +11.0% | +24.6% | -13.6% | +2.9% |
| YTD | +40.7% | +14.8% | +25.9% | +33.4% |
| 1Y | +52.3% | +12.8% | +39.5% | +45.1% |
| 3Y | +60.5% | +69.0% | -8.5% | +28.0% |
| All | +257.2% | +122.1% | +135.1% | +139.5% |
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