+55.7%
PBF vs AMP
+64.9%
-9.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | +15.8% | -1.0% | +16.9% | +16.4% |
| 3M | +90.3% | +23.2% | +67.0% | +71.4% |
| 6M | +102.8% | +20.4% | +82.4% | +83.9% |
| YTD | +187.3% | +13.6% | +173.7% | +167.3% |
| 1Y | +161.8% | +13.4% | +148.5% | +143.3% |
| All | +55.7% | +64.9% | -9.3% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling