+81.0%
BSX vs AMP
+589.3%
-508.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -10.1% | -0.5% | -9.6% | -9.9% |
| 30D | -16.4% | -1.3% | -15.1% | -16.0% |
| 3M | -8.9% | +24.2% | -33.1% | -16.4% |
| 6M | -38.3% | +24.6% | -62.8% | -43.5% |
| YTD | -54.9% | +14.8% | -69.8% | -57.8% |
| 1Y | -58.8% | +12.8% | -71.6% | -61.3% |
| 3Y | -21.2% | +69.0% | -90.2% | -38.5% |
| 5Y | -3.3% | +124.9% | -128.2% | -34.7% |
| All | +81.0% | +589.3% | -508.3% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling