-1.8%
BA vs AMP
+72.3%
-74.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +1.2% | +0.2% | +0.9% | +1.0% |
| 30D | -11.6% | -0.1% | -11.5% | -11.6% |
| 3M | -2.4% | +23.6% | -25.9% | -11.2% |
| 6M | -6.6% | +20.4% | -27.0% | -14.3% |
| YTD | -2.2% | +15.4% | -17.7% | -9.3% |
| 1Y | -8.0% | +11.0% | -19.0% | -13.1% |
| All | -1.8% | +72.3% | -74.1% | -28.9% |
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