+477.3%
PBR vs AMP
+2,089.3%
-1,612.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +1.0% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +17.5% | -1.0% | +18.5% | +17.9% |
| 3M | +20.9% | +23.2% | -2.3% | +6.2% |
| 6M | +20.2% | +20.4% | -0.2% | +6.2% |
| YTD | +84.3% | +13.6% | +70.6% | +66.5% |
| 1Y | +77.1% | +13.4% | +63.8% | +59.4% |
| 3Y | +100.8% | +66.5% | +34.3% | +38.5% |
| 5Y | +556.1% | +120.2% | +435.9% | +264.0% |
| 10Y | +676.1% | +576.5% | +99.6% | +109.4% |
| All | +477.3% | +2,089.3% | -1,612.0% | -29.1% |
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