+876.6%
GD vs AMP
+1,920.5%
-1,043.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.3% |
| 7D | -3.9% | +2.3% | -6.2% | -4.7% |
| 30D | +8.1% | +2.6% | +5.5% | +7.1% |
| 3M | -6.8% | -9.2% | +2.4% | -4.1% |
| 6M | +3.0% | +7.6% | -4.6% | +0.2% |
| YTD | +7.8% | +4.9% | +2.9% | +5.3% |
| 1Y | +5.8% | +12.4% | -6.6% | +1.1% |
| 3Y | +55.3% | +57.3% | -2.0% | +31.4% |
| 5Y | +96.7% | +78.8% | +17.9% | +56.3% |
| 10Y | +195.4% | +601.0% | -405.6% | +47.4% |
| All | +876.6% | +1,920.5% | -1,043.9% | +258.6% |
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