+504.4%
BMY vs AMP
+2,123.7%
-1,619.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.4% | +0.2% | +0.1% | +0.3% |
| 30D | +5.0% | -0.1% | +5.1% | +5.0% |
| 3M | +19.4% | +23.6% | -4.2% | +13.7% |
| 6M | +9.5% | +20.4% | -10.8% | +4.7% |
| YTD | +28.1% | +15.4% | +12.6% | +23.3% |
| 1Y | +50.0% | +11.0% | +39.0% | +45.3% |
| 3Y | +24.1% | +70.5% | -46.4% | +7.5% |
| 5Y | +25.0% | +121.4% | -96.4% | -0.3% |
| 10Y | +68.7% | +575.6% | -506.9% | -3.3% |
| All | +504.4% | +2,123.7% | -1,619.4% | +147.7% |
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