+1,014.6%
BIDU vs AMP
+2,112.0%
-1,097.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -8.1% | -0.5% | -7.6% | -7.9% |
| 30D | -12.8% | -1.3% | -11.5% | -12.4% |
| 3M | -21.3% | +24.2% | -45.5% | -28.8% |
| 6M | -27.0% | +24.6% | -51.5% | -34.2% |
| YTD | -30.0% | +14.8% | -44.9% | -35.1% |
| 1Y | -18.3% | +12.8% | -31.0% | -23.6% |
| 3Y | -33.8% | +69.0% | -102.8% | -49.7% |
| 5Y | -44.3% | +124.9% | -169.2% | -62.9% |
| 10Y | -49.8% | +583.5% | -633.3% | -81.7% |
| All | +1,014.6% | +2,112.0% | -1,097.4% | +59.8% |
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