+131.3%
BAC vs AMP
+2,123.7%
-1,992.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.6% |
| 7D | +1.1% | +0.2% | +0.9% | +0.8% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | +16.9% | +23.6% | -6.7% | -1.4% |
| 6M | +26.6% | +20.4% | +6.3% | +8.5% |
| YTD | +15.8% | +15.4% | +0.4% | +1.9% |
| 1Y | +27.2% | +11.0% | +16.2% | +14.7% |
| 3Y | +132.4% | +70.5% | +61.9% | +46.8% |
| 5Y | +72.6% | +121.4% | -48.8% | -14.2% |
| 10Y | +389.7% | +575.6% | -185.8% | -11.4% |
| All | +131.3% | +2,123.7% | -1,992.4% | -84.0% |
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 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