-5.6%
CAG vs AMP
+18.6%
-24.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.5% | +1.5% | +5.2% |
| 7D | +9.7% | +7.7% | +2.0% | +8.5% |
| 30D | +15.8% | +6.6% | +9.2% | +14.6% |
| 3M | +1.8% | -4.7% | +6.5% | +1.7% |
| 6M | +11.5% | +12.9% | -1.4% | +10.0% |
| YTD | -6.7% | +8.6% | -15.3% | -8.5% |
| 1Y | -5.6% | +18.2% | -23.9% | -10.5% |
| All | -5.6% | +18.6% | -24.2% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling