+1,104.0%
GLW vs AMP
+2,123.7%
-1,019.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.1% |
| 7D | +3.8% | +0.2% | +3.5% | +3.6% |
| 30D | -1.3% | -0.1% | -1.3% | -1.5% |
| 3M | -21.8% | +23.6% | -45.4% | -30.3% |
| 6M | +6.9% | +20.4% | -13.5% | -3.7% |
| YTD | +77.2% | +15.4% | +61.7% | +61.7% |
| 1Y | +123.2% | +11.0% | +112.3% | +107.1% |
| 3Y | +400.0% | +70.5% | +329.5% | +275.0% |
| 5Y | +342.8% | +121.4% | +221.4% | +188.0% |
| 10Y | +771.4% | +575.6% | +195.8% | +221.5% |
| All | +1,104.0% | +2,123.7% | -1,019.8% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling