+11.0%
AMP vs BR
-29.1%
+40.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | 0.0% |
| 7D | +0.2% | -5.3% | +5.5% | +1.5% |
| 30D | -0.1% | +6.4% | -6.5% | -1.7% |
| 3M | +23.6% | +13.6% | +9.9% | +18.7% |
| 6M | +20.4% | -6.7% | +27.1% | +22.0% |
| YTD | +15.4% | -21.1% | +36.5% | +24.7% |
| 1Y | +11.0% | -29.6% | +40.5% | +28.1% |
| All | +11.0% | -29.1% | +40.0% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling