+138.9%
GLD vs AMP
+122.1%
+16.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | +0.7% | +2.6% | -1.8% | +0.8% |
| 30D | +0.3% | +0.8% | -0.5% | +0.3% |
| 3M | +0.6% | +24.3% | -23.6% | +0.8% |
| 6M | -15.6% | +20.6% | -36.1% | -15.5% |
| YTD | +0.9% | +14.6% | -13.8% | +0.9% |
| 1Y | +19.4% | +14.5% | +4.8% | +19.5% |
| 3Y | +124.5% | +67.9% | +56.5% | +124.0% |
| 5Y | +138.9% | +122.5% | +16.4% | +141.1% |
| All | +138.9% | +122.1% | +16.9% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling