+213.1%
GLD vs AMP
+584.2%
-371.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -3.4% | -2.0% | -1.3% | -3.4% |
| 30D | -1.1% | -1.7% | +0.5% | -1.2% |
| 3M | +5.8% | +23.2% | -17.4% | +6.0% |
| 6M | -17.1% | +22.2% | -39.2% | -16.9% |
| YTD | 0.0% | +14.0% | -14.0% | +0.1% |
| 1Y | +18.2% | +14.0% | +4.2% | +18.4% |
| 3Y | +122.6% | +67.0% | +55.6% | +123.5% |
| 5Y | +137.1% | +123.2% | +13.9% | +138.8% |
| All | +213.1% | +584.2% | -371.1% | +229.9% |
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