+442.6%
XYL vs AMP
+1,691.8%
-1,249.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -10.8% | -1.0% | -9.8% | -10.4% |
| 3M | -2.5% | +23.2% | -25.8% | -12.3% |
| 6M | -12.2% | +20.4% | -32.6% | -20.2% |
| YTD | -20.1% | +13.6% | -33.7% | -25.4% |
| 1Y | -20.6% | +13.4% | -34.0% | -26.0% |
| 3Y | +17.3% | +66.5% | -49.2% | -11.1% |
| 5Y | -14.5% | +120.2% | -134.7% | -44.4% |
| 10Y | +150.2% | +576.5% | -426.3% | -10.5% |
| All | +442.6% | +1,691.8% | -1,249.2% | +42.0% |
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