+220.4%
GDXJ vs AMP
+122.1%
+98.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.9% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | +5.0% | -1.3% | +6.3% | +5.3% |
| 3M | +24.1% | +24.2% | -0.1% | +17.3% |
| 6M | -7.4% | +24.6% | -31.9% | -12.5% |
| YTD | +10.2% | +14.8% | -4.6% | +5.8% |
| 1Y | +42.5% | +12.8% | +29.8% | +37.2% |
| 3Y | +285.7% | +69.0% | +216.7% | +217.0% |
| All | +220.4% | +122.1% | +98.3% | +135.9% |
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