+206.1%
GLD vs AMP
+459.2%
-253.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | -4.6% | +3.9% | -8.5% | -4.6% |
| 30D | -5.5% | +5.1% | -10.6% | -5.4% |
| 3M | -10.9% | -8.7% | -2.2% | -11.0% |
| 6M | -17.4% | +11.4% | -28.9% | -17.4% |
| YTD | -10.3% | +7.3% | -17.6% | -10.3% |
| 1Y | -7.2% | +14.6% | -21.7% | -7.0% |
| 3Y | +96.9% | +61.2% | +35.7% | +97.4% |
| 5Y | +103.8% | +81.0% | +22.7% | +104.5% |
| All | +206.1% | +459.2% | -253.1% | +226.3% |
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