+18.4%
BROS vs AMP
+123.0%
-104.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.6% |
| 7D | -6.1% | -2.0% | -4.0% | -4.6% |
| 30D | -12.4% | -1.7% | -10.7% | -11.3% |
| 3M | -27.9% | +23.2% | -51.2% | -38.8% |
| 6M | -16.8% | +22.2% | -39.0% | -29.0% |
| YTD | -29.0% | +14.0% | -43.0% | -36.5% |
| 1Y | -33.2% | +14.0% | -47.2% | -40.2% |
| 3Y | +56.8% | +67.0% | -10.2% | +2.9% |
| All | +18.4% | +123.0% | -104.5% | -23.2% |
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