+198.8%
GS vs AMP
+59.7%
+139.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.5% |
| 7D | +5.1% | +1.2% | +4.0% | +4.3% |
| 30D | +2.4% | +4.4% | -2.0% | -0.7% |
| 3M | -11.5% | -8.8% | -2.7% | -5.5% |
| 6M | -2.5% | +9.9% | -12.5% | -9.8% |
| YTD | +5.5% | +6.1% | -0.6% | -0.9% |
| 1Y | +11.0% | +10.6% | +0.5% | +0.8% |
| All | +198.8% | +59.7% | +139.1% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling