+40.6%
GLW vs AMP
+18.6%
+22.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.5% | -10.3% | -5.1% |
| 7D | -9.5% | +7.7% | -17.2% | -8.4% |
| 30D | -25.5% | +6.6% | -32.0% | -24.6% |
| 3M | -25.6% | -4.7% | -20.9% | -25.8% |
| 6M | -25.5% | +12.9% | -38.4% | -24.9% |
| YTD | +36.4% | +8.6% | +27.8% | +33.9% |
| 1Y | +40.6% | +18.2% | +22.4% | +29.0% |
| All | +40.6% | +18.6% | +22.0% | +29.0% |
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