+399.9%
GH vs AMP
+328.9%
+71.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -2.1% | +2.6% | -4.7% | -3.3% |
| 30D | -4.5% | +0.8% | -5.3% | -5.1% |
| 3M | +28.9% | +24.3% | +4.6% | +15.6% |
| 6M | +76.5% | +20.6% | +56.0% | +60.1% |
| YTD | +57.6% | +14.6% | +43.0% | +45.9% |
| 1Y | +167.5% | +14.5% | +153.0% | +145.2% |
| 3Y | +377.4% | +67.9% | +309.5% | +257.5% |
| 5Y | +23.8% | +122.5% | -98.7% | -17.8% |
| All | +399.9% | +328.9% | +71.1% | +125.8% |
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