+526.2%
GME vs AMP
+2,108.3%
-1,582.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +0.4% | +2.6% | -2.2% | -0.6% |
| 30D | -1.4% | +0.8% | -2.3% | -1.9% |
| 3M | -15.1% | +24.3% | -39.4% | -22.7% |
| 6M | -22.5% | +20.6% | -43.0% | -28.8% |
| YTD | -5.9% | +14.6% | -20.6% | -12.1% |
| 1Y | -18.6% | +14.5% | -33.2% | -24.2% |
| 3Y | +6.7% | +67.9% | -61.3% | -16.5% |
| 5Y | -62.0% | +122.5% | -184.5% | -73.1% |
| 10Y | +239.5% | +573.3% | -333.8% | +40.8% |
| All | +526.2% | +2,108.3% | -1,582.1% | +24.5% |
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