+163.4%
XOP vs AMP
+118.7%
+44.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.6% | -2.0% | +3.7% | +2.7% |
| 30D | +9.6% | -1.7% | +11.3% | +10.4% |
| 3M | +16.9% | +23.2% | -6.3% | +3.5% |
| 6M | +24.0% | +22.2% | +1.9% | +9.6% |
| YTD | +56.2% | +14.0% | +42.2% | +42.5% |
| 1Y | +51.8% | +14.0% | +37.8% | +38.0% |
| 3Y | +37.0% | +67.0% | -30.0% | -4.0% |
| 5Y | +163.4% | +123.2% | +40.2% | +41.4% |
| All | +163.4% | +118.7% | +44.7% | +41.4% |
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