+123.2%
AMP vs CRL
-38.6%
+161.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | -2.0% | -6.9% | +4.9% | -0.3% |
| 30D | -1.7% | -3.2% | +1.5% | -1.0% |
| 3M | +23.2% | +46.5% | -23.3% | +11.2% |
| 6M | +22.2% | +63.1% | -40.9% | +6.2% |
| YTD | +14.0% | +36.9% | -22.9% | +3.5% |
| 1Y | +14.0% | +78.1% | -64.1% | -4.2% |
| 3Y | +67.0% | +36.7% | +30.3% | +43.1% |
| 5Y | +123.2% | -38.1% | +161.3% | +124.1% |
| All | +123.2% | -38.6% | +161.8% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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