+85.3%
BP vs AMP
+2,123.7%
-2,038.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | +7.6% | -0.1% | +7.7% | +7.5% |
| 3M | +0.7% | +23.6% | -22.9% | -7.5% |
| 6M | +15.5% | +20.4% | -4.9% | +6.7% |
| YTD | +30.8% | +15.4% | +15.4% | +22.4% |
| 1Y | +34.3% | +11.0% | +23.3% | +27.2% |
| 3Y | +35.1% | +70.5% | -35.4% | +6.5% |
| 5Y | +126.8% | +121.4% | +5.4% | +59.6% |
| 10Y | +123.4% | +575.6% | -452.2% | +0.1% |
| All | +85.3% | +2,123.7% | -2,038.4% | -51.9% |
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