+123.2%
GLW vs AMP
+11.4%
+111.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.6% |
| 7D | +3.8% | +0.2% | +3.5% | +3.8% |
| 30D | -1.3% | -0.1% | -1.3% | -1.3% |
| 3M | -21.8% | +23.6% | -45.4% | -21.9% |
| 6M | +6.9% | +20.4% | -13.5% | +6.9% |
| YTD | +77.2% | +15.4% | +61.7% | +77.4% |
| 1Y | +123.2% | +11.0% | +112.3% | +117.9% |
| All | +123.2% | +11.4% | +111.9% | +117.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling