+65.9%
BLK vs AMP
+66.7%
-0.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -3.3% | -0.5% | -2.8% | -3.0% |
| 30D | -6.5% | -1.3% | -5.2% | -5.8% |
| 3M | +6.7% | +24.2% | -17.4% | -6.3% |
| 6M | +14.7% | +24.6% | -9.8% | +0.4% |
| YTD | +2.5% | +14.8% | -12.3% | -6.5% |
| 1Y | -2.8% | +12.8% | -15.6% | -10.5% |
| 3Y | +65.9% | +69.0% | -3.1% | +14.3% |
| All | +65.9% | +66.7% | -0.8% | +14.3% |
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