+33.5%
BN vs AMP
+118.7%
-85.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -5.9% | -2.0% | -3.8% | -4.4% |
| 30D | -15.1% | -1.7% | -13.4% | -14.0% |
| 3M | -14.6% | +23.2% | -37.8% | -26.9% |
| 6M | -8.4% | +22.2% | -30.6% | -21.4% |
| YTD | -16.8% | +14.0% | -30.8% | -25.5% |
| 1Y | -14.4% | +14.0% | -28.4% | -23.4% |
| 3Y | +70.1% | +67.0% | +3.1% | +12.7% |
| 5Y | +33.5% | +123.2% | -89.7% | -28.5% |
| All | +33.5% | +118.7% | -85.2% | -28.5% |
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