-39.7%
CAG vs AMP
+66.7%
-106.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -5.7% | -0.5% | -5.2% | -5.6% |
| 30D | -2.4% | -1.3% | -1.1% | -2.3% |
| 3M | +9.8% | +24.2% | -14.4% | +8.2% |
| 6M | -10.8% | +24.6% | -35.4% | -12.3% |
| YTD | -10.8% | +14.8% | -25.6% | -11.8% |
| 1Y | -19.0% | +12.8% | -31.7% | -19.8% |
| 3Y | -39.7% | +69.0% | -108.7% | -45.1% |
| All | -39.7% | +66.7% | -106.3% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling