+71.8%
BAX vs AMP
+1,967.6%
-1,895.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +0.1% | +3.9% | -3.9% | -0.8% |
| 30D | +4.1% | +5.1% | -1.0% | +2.8% |
| 3M | -4.5% | -8.7% | +4.1% | -2.6% |
| 6M | +49.2% | +11.4% | +37.8% | +45.1% |
| YTD | +35.2% | +7.3% | +27.9% | +32.6% |
| 1Y | +38.3% | +14.6% | +23.7% | +33.5% |
| 3Y | -19.0% | +61.2% | -80.3% | -28.2% |
| 5Y | -64.2% | +81.0% | -145.2% | -69.5% |
| 10Y | -35.7% | +468.0% | -503.7% | -59.9% |
| All | +71.8% | +1,967.6% | -1,895.8% | -27.3% |
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