+44.4%
BAX vs AMP
+23.8%
+20.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -1.1% | +0.2% | -1.4% | -1.3% |
| 30D | -5.5% | -0.1% | -5.4% | -5.4% |
| 3M | +33.5% | +23.6% | +10.0% | +26.3% |
| All | +44.4% | +23.8% | +20.6% | +35.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling