+2,014.5%
BLK vs AMP
+2,112.0%
-97.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 6M | +14.7% | +24.6% | -9.8% | +1.0% |
| YTD | +2.5% | +14.8% | -12.3% | -5.8% |
| 1Y | -2.8% | +12.8% | -15.6% | -9.9% |
| 3Y | +65.9% | +69.0% | -3.1% | +20.4% |
| 5Y | +33.0% | +124.9% | -91.9% | -18.7% |
| 10Y | +281.2% | +583.5% | -302.3% | +13.1% |
| All | +2,014.5% | +2,112.0% | -97.6% | +195.6% |
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 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