+35.4%
GLW vs AMP
+11.2%
+24.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.9% |
| 7D | +15.5% | +1.2% | +14.4% | +15.5% |
| 30D | -19.6% | +4.4% | -24.0% | -18.9% |
| 3M | -28.5% | -8.8% | -19.7% | -29.1% |
| 6M | -39.5% | +9.9% | -49.5% | -39.2% |
| YTD | +37.2% | +6.1% | +31.1% | +33.9% |
| 1Y | +35.4% | +10.6% | +24.9% | +27.7% |
| All | +35.4% | +11.2% | +24.2% | +27.7% |
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