+287.5%
CAH vs AMP
+589.3%
-301.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.9% |
| 7D | -5.1% | -0.5% | -4.6% | -4.9% |
| 30D | +0.2% | -1.3% | +1.5% | +0.6% |
| 3M | +6.3% | +24.2% | -17.9% | -1.8% |
| 6M | +9.4% | +24.6% | -15.2% | +0.7% |
| YTD | +15.0% | +14.8% | +0.1% | +8.3% |
| 1Y | +55.4% | +12.8% | +42.7% | +46.6% |
| 3Y | +173.8% | +69.0% | +104.9% | +114.0% |
| 5Y | +395.2% | +124.9% | +270.3% | +233.4% |
| All | +287.5% | +589.3% | -301.8% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling