+435.3%
XOM vs AMP
+2,095.9%
-1,660.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.9% | -2.0% | +3.9% | +2.6% |
| 30D | +4.1% | -1.7% | +5.7% | +4.5% |
| 3M | +10.4% | +23.2% | -12.8% | +2.4% |
| 6M | +13.0% | +22.2% | -9.1% | +4.7% |
| YTD | +40.1% | +14.0% | +26.1% | +32.3% |
| 1Y | +51.1% | +14.0% | +37.1% | +42.5% |
| 3Y | +57.7% | +67.0% | -9.3% | +27.9% |
| 5Y | +264.7% | +123.2% | +141.5% | +162.0% |
| 10Y | +193.1% | +578.5% | -385.4% | +39.7% |
| All | +435.3% | +2,095.9% | -1,660.5% | +55.9% |
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