+2,172.4%
AMP vs BG
+248.6%
+1,923.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.6% |
| 7D | -0.5% | +3.1% | -3.6% | -2.1% |
| 30D | -1.3% | +10.2% | -11.6% | -6.3% |
| 3M | +24.2% | -1.7% | +25.9% | +23.7% |
| 6M | +24.6% | +1.0% | +23.6% | +21.4% |
| YTD | +14.8% | +39.9% | -25.1% | -5.4% |
| 1Y | +12.8% | +53.2% | -40.4% | -12.2% |
| 3Y | +69.0% | +16.3% | +52.7% | +45.8% |
| 5Y | +124.9% | +83.9% | +41.0% | +48.0% |
| 10Y | +583.5% | +165.1% | +418.4% | +245.3% |
| All | +2,172.4% | +248.6% | +1,923.8% | +819.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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