+22.6%
BAC vs AMP
+80.8%
-58.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.2% |
| 7D | +3.2% | +3.9% | -0.7% | +0.6% |
| 30D | -0.7% | +5.1% | -5.8% | -4.0% |
| 3M | -20.0% | -8.7% | -11.3% | -15.3% |
| 6M | +3.4% | +11.4% | -8.0% | -4.4% |
| YTD | -5.7% | +7.3% | -13.1% | -11.4% |
| 1Y | -1.4% | +14.6% | -16.0% | -11.5% |
| 3Y | +97.9% | +61.2% | +36.7% | +37.6% |
| All | +22.6% | +80.8% | -58.3% | -23.0% |
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