+246.3%
BBWI vs AMP
+1,967.6%
-1,721.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.9% |
| 7D | +0.1% | +3.9% | -3.8% | -1.9% |
| 30D | +12.9% | +5.1% | +7.8% | +10.1% |
| 3M | +16.0% | -8.7% | +24.7% | +21.8% |
| 6M | +16.6% | +11.4% | +5.2% | +9.4% |
| YTD | +9.7% | +7.3% | +2.4% | +4.2% |
| 1Y | +1.5% | +14.6% | -13.1% | -6.7% |
| 3Y | -21.4% | +61.2% | -82.6% | -39.9% |
| 5Y | -67.6% | +81.0% | -148.6% | -76.6% |
| 10Y | -46.8% | +468.0% | -514.8% | -78.5% |
| All | +246.3% | +1,967.6% | -1,721.3% | -34.1% |
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