+275.9%
BA vs AMP
+1,889.4%
-1,613.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.2% |
| 7D | +1.1% | +2.2% | -1.1% | +0.1% |
| 30D | -7.9% | +2.2% | -10.2% | -8.9% |
| 3M | -25.3% | -10.4% | -14.9% | -21.7% |
| 6M | -24.6% | +5.8% | -30.4% | -26.9% |
| YTD | -20.1% | +3.3% | -23.4% | -22.3% |
| 1Y | -11.8% | +11.1% | -22.8% | -17.1% |
| 3Y | -10.1% | +56.0% | -66.2% | -28.4% |
| 5Y | -22.7% | +76.1% | -98.8% | -42.2% |
| 10Y | +35.1% | +590.2% | -555.2% | -40.9% |
| All | +275.9% | +1,889.4% | -1,613.5% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling