+2,168.6%
AMP vs CRL
+515.3%
+1,653.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.6% |
| 7D | +2.6% | -0.6% | +3.1% | +2.8% |
| 30D | +0.8% | +5.0% | -4.1% | -1.6% |
| 3M | +24.3% | +50.6% | -26.3% | +0.9% |
| 6M | +20.6% | +60.9% | -40.4% | -7.3% |
| YTD | +14.6% | +40.7% | -26.1% | -6.6% |
| 1Y | +14.5% | +73.3% | -58.8% | -17.0% |
| 3Y | +67.9% | +40.6% | +27.4% | +20.6% |
| 5Y | +122.5% | -37.0% | +159.5% | +136.1% |
| 10Y | +573.3% | +244.3% | +329.0% | +148.5% |
| All | +2,168.6% | +515.3% | +1,653.3% | +366.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling