+34.0%
BN vs AMP
+80.8%
-46.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.5% |
| 7D | -1.0% | +3.9% | -4.9% | -3.7% |
| 30D | +14.0% | +5.1% | +8.8% | +9.9% |
| 3M | -9.0% | -8.7% | -0.3% | -3.0% |
| 6M | -8.8% | +11.4% | -20.3% | -16.4% |
| YTD | -10.3% | +7.3% | -17.6% | -16.3% |
| 1Y | -5.8% | +14.6% | -20.4% | -16.6% |
| 3Y | +94.8% | +61.2% | +33.5% | +31.0% |
| All | +34.0% | +80.8% | -46.8% | -19.2% |
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