+1,307.8%
AMP vs CPAY
+1,532.9%
-225.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.5% | -2.0% | +1.4% | +0.6% |
| 30D | -1.3% | -0.4% | -1.0% | -1.2% |
| 3M | +24.2% | +16.4% | +7.8% | +13.6% |
| 6M | +24.6% | +23.5% | +1.0% | +8.7% |
| YTD | +14.8% | +35.7% | -20.8% | -6.5% |
| 1Y | +12.8% | +30.2% | -17.4% | -6.5% |
| 3Y | +69.0% | +49.7% | +19.2% | +24.8% |
| 5Y | +124.9% | +56.6% | +68.3% | +58.0% |
| 10Y | +583.5% | +153.8% | +429.7% | +265.7% |
| All | +1,307.8% | +1,532.9% | -225.1% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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