+950.6%
BX vs AMP
+1,148.9%
-198.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -2.0% | +2.6% | -4.6% | -3.6% |
| 30D | -2.3% | +0.8% | -3.2% | -2.8% |
| 3M | +18.5% | +24.3% | -5.7% | +3.3% |
| 6M | +23.7% | +20.6% | +3.2% | +10.0% |
| YTD | -10.4% | +14.6% | -25.0% | -17.9% |
| 1Y | -19.6% | +14.5% | -34.1% | -26.5% |
| 3Y | +30.8% | +67.9% | -37.1% | -4.9% |
| 5Y | +24.3% | +122.5% | -98.2% | -22.2% |
| 10Y | +679.5% | +573.3% | +106.2% | +122.5% |
| All | +950.6% | +1,148.9% | -198.3% | +58.3% |
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