+1,150.6%
GS vs AMP
+2,123.7%
-973.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | -1.6% | -0.1% | -1.5% | -1.6% |
| 3M | -4.5% | +23.6% | -28.0% | -16.8% |
| 6M | +20.9% | +20.4% | +0.5% | +6.7% |
| YTD | +19.9% | +15.4% | +4.5% | +8.3% |
| 1Y | +41.4% | +11.0% | +30.5% | +30.6% |
| 3Y | +239.2% | +70.5% | +168.7% | +139.4% |
| 5Y | +185.0% | +121.4% | +63.7% | +66.5% |
| 10Y | +655.0% | +575.6% | +79.4% | +99.3% |
| All | +1,150.6% | +2,123.7% | -973.2% | +36.0% |
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