-78.9%
CAPR vs AMP
+584.2%
-663.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.1% |
| 7D | -10.6% | -2.0% | -8.5% | -9.4% |
| 30D | +111.2% | -1.7% | +112.9% | +112.8% |
| 3M | -67.2% | +23.2% | -90.5% | -72.4% |
| 6M | -75.1% | +22.2% | -97.3% | -79.1% |
| YTD | -71.2% | +14.0% | -85.2% | -74.9% |
| 1Y | +31.1% | +14.0% | +17.1% | +15.4% |
| 3Y | +31.3% | +67.0% | -35.7% | -8.7% |
| 5Y | +69.4% | +123.2% | -53.8% | -4.8% |
| All | -78.9% | +584.2% | -663.1% | -93.7% |
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