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  • GWW vs AMP✓SelectedUSD · AMPGWW vs AMP performance historyLatest closeAs of-2.67%09/08
Stock and ETF performance explorer

GWW vs AMP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,726.1%
AMP return
+2,108.3%
Excess return
+617.8%
Maximum drawdown
-41.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAMPExcessAlpha
1D-2.7%-0.7%-2.0%-2.4%
7D-1.5%+2.6%-4.1%-2.4%
30D+1.1%+0.8%+0.3%+0.8%
3M-1.0%+24.3%-25.2%-8.6%
6M+16.3%+20.6%-4.2%+8.3%
YTD+28.5%+14.6%+13.9%+21.4%
1Y+30.3%+14.5%+15.7%+22.9%
3Y+91.6%+67.9%+23.7%+56.5%
5Y+224.0%+122.5%+101.5%+135.6%
10Y+551.3%+573.3%-22.0%+208.2%
All+2,726.1%+2,108.3%+617.8%+729.1%

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