+71.9%
BAX vs AMP
+2,123.7%
-2,051.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | -5.5% | -0.1% | -5.4% | -5.5% |
| 3M | +33.5% | +23.6% | +10.0% | +26.9% |
| 6M | +35.9% | +20.4% | +15.5% | +29.8% |
| YTD | +35.4% | +15.4% | +19.9% | +30.6% |
| 1Y | +9.8% | +11.0% | -1.2% | +6.9% |
| 3Y | -32.7% | +70.5% | -103.2% | -41.1% |
| 5Y | -65.6% | +121.4% | -186.9% | -72.0% |
| 10Y | -34.9% | +575.6% | -610.5% | -61.0% |
| All | +71.9% | +2,123.7% | -2,051.8% | -28.4% |
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