+23.3%
BTDR vs AMP
+137.0%
-113.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.2% |
| 7D | +14.8% | 0.0% | +14.8% | +14.9% |
| 30D | +41.8% | -1.0% | +42.8% | +42.4% |
| 3M | -29.2% | +23.2% | -52.4% | -37.4% |
| 6M | +66.2% | +20.4% | +45.8% | +48.4% |
| YTD | +10.0% | +13.6% | -3.7% | +2.0% |
| 1Y | -11.0% | +13.4% | -24.3% | -17.4% |
| 3Y | +6.9% | +66.5% | -59.6% | -2.1% |
| 5Y | +24.7% | +120.2% | -95.6% | +14.3% |
| All | +23.3% | +137.0% | -113.7% | +15.1% |
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 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