+1,362.8%
BN vs AMP
+2,123.7%
-761.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -9.5% | -0.1% | -9.4% | -9.5% |
| 3M | -10.4% | +23.6% | -33.9% | -19.2% |
| 6M | -6.4% | +20.4% | -26.7% | -14.6% |
| YTD | -11.9% | +15.4% | -27.3% | -18.2% |
| 1Y | -8.6% | +11.0% | -19.6% | -13.7% |
| 3Y | +77.6% | +70.5% | +7.1% | +37.8% |
| 5Y | +37.0% | +121.4% | -84.4% | -5.6% |
| 10Y | +266.4% | +575.6% | -309.2% | +44.4% |
| All | +1,362.8% | +2,123.7% | -761.0% | +221.6% |
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