+39.4%
GM vs AMP
+18.6%
+20.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.5% | +0.2% | +2.8% |
| 7D | +12.1% | +7.7% | +4.4% | +8.8% |
| 30D | +15.2% | +6.6% | +8.6% | +12.3% |
| 3M | +4.9% | -4.7% | +9.6% | +6.5% |
| 6M | +22.6% | +12.9% | +9.7% | +17.1% |
| YTD | +14.4% | +8.6% | +5.8% | +8.6% |
| 1Y | +39.4% | +18.2% | +21.2% | +23.3% |
| All | +39.4% | +18.6% | +20.8% | +23.3% |
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 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