+17.7%
GFS vs AMP
+18.6%
-0.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.5% | -10.4% | -5.9% |
| 7D | -12.5% | +7.7% | -20.2% | -12.5% |
| 30D | -16.9% | +6.6% | -23.5% | -16.9% |
| 3M | -22.3% | -4.7% | -17.5% | -22.3% |
| 6M | -40.2% | +12.9% | -53.1% | -40.7% |
| YTD | +16.0% | +8.6% | +7.4% | +10.9% |
| 1Y | +17.7% | +18.2% | -0.6% | +6.1% |
| All | +17.7% | +18.6% | -0.9% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling