+102.6%
PBR vs AMP
+66.7%
+35.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | +5.4% | -0.5% | +5.9% | +5.5% |
| 30D | +22.9% | -1.3% | +24.2% | +23.1% |
| 3M | +19.6% | +24.2% | -4.6% | +14.5% |
| 6M | +16.5% | +24.6% | -8.1% | +11.2% |
| YTD | +86.7% | +14.8% | +71.8% | +80.6% |
| 1Y | +74.7% | +12.8% | +61.9% | +69.7% |
| 3Y | +102.6% | +69.0% | +33.6% | +67.0% |
| All | +102.6% | +66.7% | +35.9% | +67.0% |
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