+7.6%
GAP vs AMP
+122.1%
-114.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.3% |
| 7D | -4.1% | -0.5% | -3.6% | -3.7% |
| 30D | +6.2% | -1.3% | +7.5% | +7.4% |
| 3M | -0.7% | +24.2% | -24.9% | -15.9% |
| 6M | -7.1% | +24.6% | -31.7% | -22.4% |
| YTD | -14.1% | +14.8% | -28.9% | -23.9% |
| 1Y | -8.5% | +12.8% | -21.3% | -17.9% |
| 3Y | +115.4% | +69.0% | +46.4% | +33.3% |
| All | +7.6% | +122.1% | -114.6% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling