+44.4%
BB vs AMP
+65.4%
-21.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -2.1% | -2.0% | 0.0% | -1.1% |
| 30D | -16.0% | -1.7% | -14.4% | -15.5% |
| 3M | -14.5% | +23.2% | -37.7% | -23.7% |
| 6M | +118.6% | +22.2% | +96.4% | +95.2% |
| YTD | +98.9% | +14.0% | +85.0% | +83.3% |
| 1Y | +99.5% | +14.0% | +85.5% | +83.5% |
| All | +44.4% | +65.4% | -21.0% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling