+117.4%
GAP vs AMP
+2,108.3%
-1,990.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +1.7% | +2.6% | -0.9% | +0.5% |
| 30D | +9.3% | +0.8% | +8.5% | +8.9% |
| 3M | +6.1% | +24.3% | -18.2% | -4.5% |
| 6M | -2.3% | +20.6% | -22.8% | -11.3% |
| YTD | -10.6% | +14.6% | -25.2% | -16.9% |
| 1Y | -4.4% | +14.5% | -19.0% | -11.2% |
| 3Y | +118.3% | +67.9% | +50.4% | +69.0% |
| 5Y | +12.2% | +122.5% | -110.3% | -22.8% |
| 10Y | +33.7% | +573.3% | -539.6% | -40.1% |
| All | +117.4% | +2,108.3% | -1,990.9% | -45.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling