+122.5%
AMP vs CLBK
+43.5%
+79.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.5% | -1.5% | +0.9% | 0.0% |
| 30D | -1.3% | -1.0% | -0.3% | -1.0% |
| 3M | +24.2% | +22.9% | +1.3% | +15.2% |
| 6M | +24.6% | +44.2% | -19.6% | +8.9% |
| YTD | +14.8% | +64.0% | -49.1% | -4.2% |
| 1Y | +12.8% | +65.7% | -52.9% | -6.5% |
| 3Y | +69.0% | +54.1% | +14.9% | +40.9% |
| All | +122.5% | +43.5% | +79.0% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling