+201.7%
BAH vs AMP
+584.2%
-382.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +2.4% | -2.0% | +4.5% | +3.0% |
| 30D | -2.9% | -1.7% | -1.3% | -2.5% |
| 3M | -1.3% | +23.2% | -24.6% | -6.8% |
| 6M | -0.9% | +22.2% | -23.1% | -6.5% |
| YTD | -8.2% | +14.0% | -22.2% | -11.7% |
| 1Y | -24.0% | +14.0% | -38.0% | -27.0% |
| 3Y | -28.1% | +67.0% | -95.1% | -38.9% |
| 5Y | +2.5% | +123.2% | -120.7% | -21.4% |
| All | +201.7% | +584.2% | -382.6% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling