-3.2%
BAH vs AMP
+120.7%
-123.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -6.6% | -1.0% | -5.6% | -6.4% |
| 3M | -7.2% | +23.2% | -30.4% | -11.8% |
| 6M | -10.0% | +20.4% | -30.4% | -14.2% |
| YTD | -12.5% | +13.6% | -26.1% | -15.3% |
| 1Y | -27.9% | +13.4% | -41.3% | -30.3% |
| 3Y | -31.4% | +66.5% | -97.9% | -41.3% |
| 5Y | -3.2% | +120.2% | -123.5% | -25.0% |
| All | -3.2% | +120.7% | -123.9% | -25.0% |
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