+106.2%
GAP vs AMP
+1,967.6%
-1,861.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.4% |
| 7D | -1.9% | +3.9% | -5.8% | -3.7% |
| 30D | -7.1% | +5.1% | -12.2% | -9.2% |
| 3M | +4.1% | -8.7% | +12.8% | +8.7% |
| 6M | +1.9% | +11.4% | -9.5% | -3.7% |
| YTD | -15.2% | +7.3% | -22.5% | -18.8% |
| 1Y | -10.6% | +14.6% | -25.2% | -17.1% |
| 3Y | +74.6% | +61.2% | +13.4% | +37.7% |
| 5Y | +3.7% | +81.0% | -77.4% | -21.7% |
| 10Y | +2.4% | +468.0% | -465.6% | -50.8% |
| All | +106.2% | +1,967.6% | -1,861.4% | -46.4% |
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