+463.3%
GLW vs AMP
+70.1%
+393.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.3% | +7.8% |
| 7D | +14.0% | +2.6% | +11.4% | +12.9% |
| 30D | +0.4% | +0.8% | -0.5% | -0.1% |
| 3M | -11.3% | +24.3% | -35.6% | -19.9% |
| 6M | +35.1% | +20.6% | +14.5% | +23.4% |
| YTD | +90.5% | +14.6% | +75.9% | +76.9% |
| 1Y | +132.0% | +14.5% | +117.5% | +115.0% |
| 3Y | +463.3% | +67.9% | +395.4% | +309.3% |
| All | +463.3% | +70.1% | +393.2% | +309.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling