+209.9%
BKNG vs AMP
+584.2%
-374.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -10.7% | -2.0% | -8.6% | -9.7% |
| 30D | -18.1% | -1.7% | -16.4% | -17.4% |
| 3M | +8.5% | +23.2% | -14.7% | -2.7% |
| 6M | -0.1% | +22.2% | -22.2% | -10.3% |
| YTD | -18.2% | +14.0% | -32.2% | -24.3% |
| 1Y | -19.9% | +14.0% | -33.9% | -26.0% |
| 3Y | +41.6% | +67.0% | -25.4% | +5.4% |
| 5Y | +93.1% | +123.2% | -30.1% | +22.0% |
| All | +209.9% | +584.2% | -374.3% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling