-13.6%
BKNG vs AMP
+18.6%
-32.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.5% | +5.4% | +7.6% |
| 7D | +15.6% | +7.7% | +7.9% | +11.7% |
| 30D | +8.0% | +6.6% | +1.4% | +4.9% |
| 3M | -11.8% | -4.7% | -7.1% | -10.3% |
| 6M | +3.8% | +12.9% | -9.1% | -0.8% |
| YTD | -19.6% | +8.6% | -28.2% | -23.7% |
| 1Y | -13.6% | +18.2% | -31.8% | -22.6% |
| All | -13.6% | +18.6% | -32.2% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling