-67.0%
BBWI vs AMP
+122.1%
-189.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.7% | +5.9% |
| 7D | -4.8% | -0.5% | -4.3% | -4.4% |
| 30D | +3.5% | -1.3% | +4.8% | +4.5% |
| 3M | -0.3% | +24.2% | -24.5% | -14.7% |
| 6M | -5.4% | +24.6% | -29.9% | -20.2% |
| YTD | -4.7% | +14.8% | -19.6% | -15.3% |
| 1Y | -30.5% | +12.8% | -43.3% | -37.2% |
| 3Y | -44.3% | +69.0% | -113.3% | -64.2% |
| All | -67.0% | +122.1% | -189.1% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling