+18.4%
BX vs AMP
+122.1%
-103.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.7% | +1.8% |
| 7D | -5.6% | -0.5% | -5.1% | -5.1% |
| 30D | -12.2% | -1.3% | -10.9% | -11.1% |
| 3M | +7.4% | +24.2% | -16.8% | -12.2% |
| 6M | +22.2% | +24.6% | -2.4% | -0.5% |
| YTD | -14.0% | +14.8% | -28.8% | -25.1% |
| 1Y | -27.3% | +12.8% | -40.1% | -35.9% |
| 3Y | +24.5% | +69.0% | -44.4% | -26.9% |
| All | +18.4% | +122.1% | -103.7% | -47.2% |
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