-14.3%
GME vs AMP
+11.4%
-25.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +7.2% | +0.2% | +7.0% | +7.2% |
| 30D | +0.8% | -0.1% | +0.9% | +0.8% |
| 3M | -14.0% | +23.6% | -37.5% | -17.3% |
| 6M | -19.7% | +20.4% | -40.1% | -22.3% |
| YTD | -4.6% | +15.4% | -20.0% | -6.9% |
| 1Y | -14.3% | +11.0% | -25.3% | -16.8% |
| All | -14.3% | +11.4% | -25.7% | -16.8% |
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