-58.4%
GME vs AMP
+122.1%
-180.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.3% |
| 7D | +10.4% | -0.5% | +10.9% | +10.7% |
| 30D | +14.1% | -1.3% | +15.4% | +14.8% |
| 3M | -4.6% | +24.2% | -28.8% | -17.2% |
| 6M | -13.5% | +24.6% | -38.1% | -25.5% |
| YTD | +5.3% | +14.8% | -9.5% | -5.2% |
| 1Y | -14.9% | +12.8% | -27.7% | -22.9% |
| 3Y | +24.3% | +69.0% | -44.7% | -23.3% |
| All | -58.4% | +122.1% | -180.5% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling