-2.6%
XRT vs AMP
+118.7%
-121.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -3.6% | -2.0% | -1.5% | -2.4% |
| 30D | -6.7% | -1.7% | -5.0% | -5.8% |
| 3M | -1.4% | +23.2% | -24.6% | -12.7% |
| 6M | +1.7% | +22.2% | -20.5% | -10.0% |
| YTD | -1.5% | +14.0% | -15.5% | -9.8% |
| 1Y | -2.5% | +14.0% | -16.5% | -10.9% |
| 3Y | +39.9% | +67.0% | -27.1% | -3.8% |
| 5Y | -2.6% | +123.2% | -125.8% | -46.1% |
| All | -2.6% | +118.7% | -121.3% | -46.1% |
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