-10.0%
BDX vs AMP
+66.7%
-76.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -3.2% | -0.5% | -2.6% | -3.0% |
| 30D | -2.5% | -1.3% | -1.2% | -2.3% |
| 3M | +21.4% | +24.2% | -2.8% | +16.0% |
| 6M | +10.4% | +24.6% | -14.2% | +5.1% |
| YTD | +18.8% | +14.8% | +4.0% | +14.5% |
| 1Y | +21.7% | +12.8% | +8.9% | +17.6% |
| 3Y | -10.0% | +69.0% | -78.9% | -20.7% |
| All | -10.0% | +66.7% | -76.6% | -20.7% |
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