+117.9%
GAP vs AMP
+2,123.7%
-2,005.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -4.5% | +0.2% | -4.7% | -4.6% |
| 30D | +9.0% | -0.1% | +9.1% | +9.1% |
| 3M | +5.0% | +23.6% | -18.6% | -5.2% |
| 6M | -17.8% | +20.4% | -38.2% | -25.2% |
| YTD | -10.4% | +15.4% | -25.8% | -17.0% |
| 1Y | -3.4% | +11.0% | -14.3% | -8.9% |
| 3Y | +111.5% | +70.5% | +41.0% | +62.5% |
| 5Y | +8.8% | +121.4% | -112.6% | -25.0% |
| 10Y | +32.9% | +575.6% | -542.7% | -40.6% |
| All | +117.9% | +2,123.7% | -2,005.9% | -45.3% |
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 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