+2,168.6%
AMP vs BWA
+559.8%
+1,608.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.4% |
| 7D | +2.6% | +4.3% | -1.7% | 0.0% |
| 30D | +0.8% | -2.9% | +3.7% | +2.2% |
| 3M | +24.3% | -12.4% | +36.7% | +32.6% |
| 6M | +20.6% | +28.6% | -8.0% | +0.1% |
| YTD | +14.6% | +48.2% | -33.6% | -16.1% |
| 1Y | +14.5% | +50.9% | -36.4% | -17.8% |
| 3Y | +67.9% | +72.2% | -4.2% | +4.4% |
| 5Y | +122.5% | +91.1% | +31.4% | +25.2% |
| 10Y | +573.3% | +144.0% | +429.3% | +193.7% |
| All | +2,168.6% | +559.8% | +1,608.8% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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