+75.3%
BSX vs AMP
+2,095.9%
-2,020.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -8.2% | -2.0% | -6.2% | -7.5% |
| 30D | -15.8% | -1.7% | -14.1% | -15.3% |
| 3M | -10.8% | +23.2% | -34.1% | -17.6% |
| 6M | -38.4% | +22.2% | -60.6% | -43.0% |
| YTD | -54.8% | +14.0% | -68.8% | -57.4% |
| 1Y | -59.0% | +14.0% | -73.0% | -61.6% |
| 3Y | -20.0% | +67.0% | -87.0% | -35.9% |
| 5Y | -3.1% | +123.2% | -126.3% | -31.8% |
| 10Y | +83.3% | +578.5% | -495.2% | -19.9% |
| All | +75.3% | +2,095.9% | -2,020.5% | -60.7% |
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