+330.8%
PBF vs AMP
+1,109.4%
-778.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.7% |
| 7D | +4.3% | +0.2% | +4.1% | +3.9% |
| 30D | +22.0% | -0.1% | +22.1% | +22.1% |
| 3M | +74.5% | +23.6% | +50.9% | +45.3% |
| 6M | +67.7% | +20.4% | +47.3% | +41.0% |
| YTD | +179.2% | +15.4% | +163.7% | +140.6% |
| 1Y | +170.0% | +11.0% | +159.0% | +138.4% |
| 3Y | +66.4% | +70.5% | -4.1% | -2.1% |
| 5Y | +764.5% | +121.4% | +643.1% | +282.8% |
| 10Y | +358.5% | +575.6% | -217.1% | -12.6% |
| All | +330.8% | +1,109.4% | -778.6% | -37.8% |
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