+942.5%
GS vs AMP
+1,889.4%
-946.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.6% |
| 7D | -3.2% | +2.2% | -5.4% | -4.5% |
| 30D | -2.4% | +2.2% | -4.6% | -3.8% |
| 3M | -15.7% | -10.4% | -5.3% | -9.8% |
| 6M | -6.8% | +5.8% | -12.6% | -10.7% |
| YTD | -0.1% | +3.3% | -3.3% | -3.3% |
| 1Y | +12.1% | +11.1% | +1.0% | +3.5% |
| 3Y | +185.8% | +56.0% | +129.7% | +113.1% |
| 5Y | +140.1% | +76.1% | +64.0% | +62.0% |
| 10Y | +505.2% | +590.2% | -85.0% | +58.0% |
| All | +942.5% | +1,889.4% | -946.9% | +21.5% |
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