+632.4%
GEV vs AMP
+32.3%
+600.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.1% |
| 7D | +1.6% | -0.5% | +2.2% | +2.0% |
| 30D | -7.9% | -1.3% | -6.6% | -7.2% |
| 3M | +5.6% | +24.2% | -18.6% | -9.1% |
| 6M | +13.1% | +24.6% | -11.5% | -3.1% |
| YTD | +46.7% | +14.8% | +31.9% | +30.9% |
| 1Y | +51.3% | +12.8% | +38.5% | +36.9% |
| All | +632.4% | +32.3% | +600.2% | +451.3% |
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