+1,731.7%
GILD vs AMP
+2,112.0%
-380.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +5.8% | -1.3% | +7.1% | +6.1% |
| 3M | +14.9% | +24.2% | -9.3% | +8.6% |
| 6M | -0.4% | +24.6% | -24.9% | -6.1% |
| YTD | +18.5% | +14.8% | +3.7% | +13.6% |
| 1Y | +25.1% | +12.8% | +12.3% | +20.3% |
| 3Y | +105.9% | +69.0% | +36.9% | +75.7% |
| 5Y | +143.0% | +124.9% | +18.1% | +88.5% |
| 10Y | +162.4% | +583.5% | -421.1% | +39.8% |
| All | +1,731.7% | +2,112.0% | -380.4% | +550.2% |
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