+211.8%
GLD vs AMP
+476.7%
-264.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -2.0% | -1.1% | -0.9% | -2.0% |
| 30D | -4.4% | +4.4% | -8.8% | -4.4% |
| 3M | -8.9% | -7.3% | -1.6% | -9.0% |
| 6M | -16.0% | +12.9% | -28.9% | -15.9% |
| YTD | -7.9% | +7.5% | -15.3% | -7.8% |
| 1Y | -3.9% | +13.3% | -17.2% | -3.7% |
| 3Y | +103.4% | +60.8% | +42.6% | +104.0% |
| 5Y | +109.7% | +82.7% | +27.0% | +110.6% |
| 10Y | +211.8% | +468.7% | -256.8% | +235.4% |
| All | +211.8% | +476.7% | -264.9% | +235.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling