+76.7%
GSK vs AMP
+589.3%
-512.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | -3.4% | -1.3% | -2.1% | -3.2% |
| 3M | -8.1% | +24.2% | -32.3% | -12.1% |
| 6M | -11.1% | +24.6% | -35.7% | -15.1% |
| YTD | +0.7% | +14.8% | -14.1% | -2.4% |
| 1Y | +20.1% | +12.8% | +7.4% | +16.6% |
| 3Y | +46.1% | +69.0% | -22.9% | +27.8% |
| 5Y | +48.2% | +124.9% | -76.6% | +19.2% |
| All | +76.7% | +589.3% | -512.5% | +9.5% |
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 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