+642.6%
GS vs AMP
+574.4%
+68.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +3.4% | +2.6% | +0.8% | +1.7% |
| 30D | +0.2% | +0.8% | -0.7% | -0.4% |
| 3M | -0.3% | +24.3% | -24.6% | -13.7% |
| 6M | +27.4% | +20.6% | +6.8% | +12.2% |
| YTD | +19.6% | +14.6% | +5.0% | +8.4% |
| 1Y | +42.5% | +14.5% | +27.9% | +28.8% |
| 3Y | +240.4% | +67.9% | +172.5% | +142.2% |
| 5Y | +188.9% | +122.5% | +66.4% | +68.1% |
| 10Y | +642.6% | +573.3% | +69.3% | +110.6% |
| All | +642.6% | +574.4% | +68.2% | +110.6% |
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