+14.4%
XYL vs AMP
+65.4%
-51.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.2% | -2.0% | +0.8% | -0.3% |
| 30D | -13.2% | -1.7% | -11.5% | -12.5% |
| 3M | -0.2% | +23.2% | -23.4% | -9.4% |
| 6M | -12.5% | +22.2% | -34.7% | -20.4% |
| YTD | -20.9% | +14.0% | -34.9% | -25.5% |
| 1Y | -21.6% | +14.0% | -35.6% | -26.3% |
| All | +14.4% | +65.4% | -51.0% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling