+85.6%
XOP vs AMP
+1,872.0%
-1,786.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +0.6% | +2.6% | -2.0% | -0.8% |
| 30D | +16.5% | +0.8% | +15.7% | +15.8% |
| 3M | +15.7% | +24.3% | -8.5% | +2.2% |
| 6M | +19.2% | +20.6% | -1.4% | +6.3% |
| YTD | +55.0% | +14.6% | +40.3% | +41.1% |
| 1Y | +54.2% | +14.5% | +39.6% | +40.0% |
| 3Y | +35.9% | +67.9% | -32.1% | -1.0% |
| 5Y | +162.4% | +122.5% | +39.9% | +62.0% |
| 10Y | +50.2% | +573.3% | -523.1% | -48.2% |
| All | +85.6% | +1,872.0% | -1,786.4% | -66.5% |
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 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