+177.0%
GSK vs AMP
+2,123.7%
-1,946.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -1.8% | +0.2% | -2.1% | -1.9% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | -1.8% | +23.6% | -25.4% | -6.3% |
| 6M | -10.6% | +20.4% | -31.0% | -14.3% |
| YTD | +4.4% | +15.4% | -11.0% | +0.8% |
| 1Y | +30.4% | +11.0% | +19.5% | +26.6% |
| 3Y | +60.1% | +70.5% | -10.4% | +39.1% |
| 5Y | +46.8% | +121.4% | -74.6% | +18.2% |
| 10Y | +79.2% | +575.6% | -496.4% | +5.1% |
| All | +177.0% | +2,123.7% | -1,946.7% | +12.4% |
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