-2.4%
GFS vs AMP
+102.4%
-104.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.1% |
| 7D | +1.0% | +0.2% | +0.8% | +0.8% |
| 30D | -8.6% | -0.1% | -8.5% | -8.7% |
| 3M | -46.5% | +23.6% | -70.1% | -55.0% |
| 6M | -4.8% | +20.4% | -25.2% | -18.4% |
| YTD | +29.7% | +15.4% | +14.2% | +12.7% |
| 1Y | +35.8% | +11.0% | +24.9% | +21.4% |
| 3Y | -18.3% | +70.5% | -88.8% | -49.8% |
| All | -2.4% | +102.4% | -104.8% | -45.7% |
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