+83.8%
CAG vs AMP
+2,089.3%
-2,005.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -6.6% | 0.0% | -6.6% | -6.6% |
| 30D | +2.3% | -1.0% | +3.3% | +2.4% |
| 3M | +16.3% | +23.2% | -6.9% | +12.6% |
| 6M | -16.0% | +20.4% | -36.4% | -18.6% |
| YTD | -7.7% | +13.6% | -21.3% | -9.8% |
| 1Y | -16.0% | +13.4% | -29.4% | -18.0% |
| 3Y | -37.7% | +66.5% | -104.2% | -43.3% |
| 5Y | -41.2% | +120.2% | -161.4% | -49.5% |
| 10Y | -33.8% | +576.5% | -610.3% | -54.7% |
| All | +83.8% | +2,089.3% | -2,005.5% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling