+1,068.0%
BAH vs AMP
+1,272.3%
-204.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.1% |
| 7D | -3.2% | +1.2% | -4.4% | -3.6% |
| 30D | +19.5% | +4.4% | +15.1% | +17.9% |
| 3M | +11.1% | -8.8% | +19.9% | +14.1% |
| 6M | +16.3% | +9.9% | +6.4% | +12.8% |
| YTD | +4.8% | +6.1% | -1.3% | +2.4% |
| 1Y | +4.9% | +10.6% | -5.7% | +1.2% |
| 3Y | -27.0% | +58.8% | -85.8% | -38.3% |
| 5Y | +5.7% | +79.0% | -73.2% | -15.8% |
| 10Y | +201.0% | +461.5% | -260.5% | +49.7% |
| All | +1,068.0% | +1,272.3% | -204.3% | +319.6% |
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