+240.0%
GM vs AMP
+1,374.3%
-1,134.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | -1.1% | -2.0% | +1.0% | +0.2% |
| 30D | -3.4% | -1.7% | -1.7% | -2.5% |
| 3M | +8.7% | +23.2% | -14.5% | -4.8% |
| 6M | +15.4% | +22.2% | -6.7% | +1.1% |
| YTD | +6.6% | +14.0% | -7.4% | -3.1% |
| 1Y | +51.5% | +14.0% | +37.5% | +37.5% |
| 3Y | +169.3% | +67.0% | +102.4% | +87.7% |
| 5Y | +81.6% | +123.2% | -41.7% | +5.8% |
| 10Y | +240.7% | +578.5% | -337.9% | -4.4% |
| All | +240.0% | +1,374.3% | -1,134.3% | -43.3% |
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 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