-67.1%
BAX vs AMP
+120.7%
-187.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -12.2% | -1.0% | -11.2% | -11.9% |
| 3M | +21.8% | +23.2% | -1.4% | +13.4% |
| 6M | +36.3% | +20.4% | +15.9% | +27.6% |
| YTD | +27.8% | +13.6% | +14.2% | +21.9% |
| 1Y | -0.1% | +13.4% | -13.4% | -4.5% |
| 3Y | -33.3% | +66.5% | -99.8% | -44.1% |
| 5Y | -67.1% | +120.2% | -187.3% | -74.8% |
| All | -67.1% | +120.7% | -187.7% | -74.8% |
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