+19.4%
BRO vs AMP
+122.1%
-102.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -7.3% | -0.5% | -6.8% | -7.1% |
| 30D | -6.9% | -1.3% | -5.5% | -6.4% |
| 3M | +10.7% | +24.2% | -13.5% | +1.8% |
| 6M | -2.7% | +24.6% | -27.3% | -10.8% |
| YTD | -16.3% | +14.8% | -31.2% | -21.2% |
| 1Y | -29.1% | +12.8% | -41.9% | -32.9% |
| 3Y | -7.8% | +69.0% | -76.8% | -29.5% |
| All | +19.4% | +122.1% | -102.7% | -23.1% |
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