+231.1%
GM vs AMP
+589.3%
-358.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.1% |
| 30D | -1.1% | -1.3% | +0.2% | -0.4% |
| 3M | +6.1% | +24.2% | -18.1% | -7.6% |
| 6M | +15.0% | +24.6% | -9.6% | -0.5% |
| YTD | +6.0% | +14.8% | -8.8% | -4.2% |
| 1Y | +47.1% | +12.8% | +34.3% | +34.3% |
| 3Y | +170.5% | +69.0% | +101.5% | +86.1% |
| 5Y | +80.5% | +124.9% | -44.4% | +3.8% |
| All | +231.1% | +589.3% | -358.2% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling