+761.9%
BHP vs AMP
+2,089.3%
-1,327.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | +0.9% | 0.0% | +0.9% | +0.8% |
| 30D | +4.0% | -1.0% | +5.0% | +4.4% |
| 3M | +11.3% | +23.2% | -12.0% | -0.6% |
| 6M | +29.3% | +20.4% | +8.9% | +16.6% |
| YTD | +59.2% | +13.6% | +45.6% | +46.8% |
| 1Y | +80.8% | +13.4% | +67.5% | +66.6% |
| 3Y | +88.0% | +66.5% | +21.5% | +37.8% |
| 5Y | +126.6% | +120.2% | +6.4% | +39.7% |
| 10Y | +515.7% | +576.5% | -60.8% | +88.9% |
| All | +761.9% | +2,089.3% | -1,327.4% | +30.1% |
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