-4.3%
XRT vs AMP
+80.5%
-84.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.1% |
| 7D | -0.4% | +1.2% | -1.6% | -1.1% |
| 30D | +7.5% | +4.4% | +3.1% | +5.0% |
| 3M | +2.3% | -8.8% | +11.2% | +7.5% |
| 6M | +12.8% | +9.9% | +2.9% | +6.1% |
| YTD | +7.1% | +6.1% | +0.9% | +1.7% |
| 1Y | +12.3% | +10.6% | +1.7% | +3.9% |
| 3Y | +57.0% | +58.8% | -1.8% | +10.3% |
| 5Y | -4.3% | +79.0% | -83.3% | -40.1% |
| All | -4.3% | +80.5% | -84.8% | -40.1% |
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