-22.1%
BA vs AMP
+75.0%
-97.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.4% |
| 7D | +1.1% | +2.2% | -1.1% | -0.2% |
| 30D | -7.9% | +2.2% | -10.2% | -9.2% |
| 3M | -25.3% | -10.4% | -14.9% | -20.8% |
| 6M | -24.6% | +5.8% | -30.4% | -27.4% |
| YTD | -20.1% | +3.3% | -23.4% | -23.0% |
| 1Y | -11.8% | +11.1% | -22.8% | -18.8% |
| 3Y | -10.1% | +56.0% | -66.2% | -36.2% |
| All | -22.1% | +75.0% | -97.1% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling