-30.5%
BBWI vs AMP
+14.8%
-45.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.7% | +6.1% |
| 7D | -4.8% | -0.5% | -4.3% | -4.6% |
| 30D | +3.5% | -1.3% | +4.8% | +4.0% |
| 3M | -0.3% | +24.2% | -24.5% | -7.3% |
| 6M | -5.4% | +24.6% | -29.9% | -13.0% |
| YTD | -4.7% | +14.8% | -19.6% | -9.1% |
| 1Y | -30.5% | +12.8% | -43.3% | -33.5% |
| All | -30.5% | +14.8% | -45.2% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling