+23.9%
BMY vs AMP
+118.7%
-94.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -6.4% | -2.0% | -4.3% | -6.1% |
| 30D | +0.2% | -1.7% | +1.9% | +0.5% |
| 3M | +16.0% | +23.2% | -7.3% | +12.7% |
| 6M | +8.3% | +22.2% | -13.8% | +5.3% |
| YTD | +22.2% | +14.0% | +8.2% | +19.7% |
| 1Y | +41.7% | +14.0% | +27.7% | +38.6% |
| 3Y | +20.7% | +67.0% | -46.3% | +10.6% |
| 5Y | +23.9% | +123.2% | -99.3% | +6.1% |
| All | +23.9% | +118.7% | -94.8% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling