+1,305.4%
AMP vs GWRE
+741.3%
+564.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -0.5% | -13.2% | +12.7% | +3.5% |
| 30D | -1.3% | -18.6% | +17.3% | +3.4% |
| 3M | +24.2% | +18.9% | +5.3% | +15.0% |
| 6M | +24.6% | -11.0% | +35.5% | +23.2% |
| YTD | +14.8% | -29.9% | +44.7% | +21.3% |
| 1Y | +12.8% | -44.3% | +57.1% | +28.2% |
| 3Y | +69.0% | +51.7% | +17.3% | +28.4% |
| 5Y | +124.9% | +15.4% | +109.4% | +82.7% |
| 10Y | +583.5% | +129.4% | +454.1% | +336.3% |
| All | +1,305.4% | +741.3% | +564.1% | +745.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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