+215.9%
BBWI vs AMP
+2,123.7%
-1,907.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.3% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | -5.2% | -0.1% | -5.1% | -5.2% |
| 3M | +11.1% | +23.6% | -12.5% | -1.0% |
| 6M | -13.4% | +20.4% | -33.7% | -22.3% |
| YTD | +0.1% | +15.4% | -15.3% | -8.6% |
| 1Y | -36.1% | +11.0% | -47.1% | -40.3% |
| 3Y | -44.1% | +70.5% | -114.6% | -58.5% |
| 5Y | -66.2% | +121.4% | -187.6% | -78.1% |
| 10Y | -54.8% | +575.6% | -630.3% | -83.3% |
| All | +215.9% | +2,123.7% | -1,907.9% | -42.2% |
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