+43.4%
CAPR vs AMP
+70.1%
-26.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.0% |
| 7D | -9.5% | +2.6% | -12.1% | -11.8% |
| 30D | +121.5% | +0.8% | +120.7% | +118.5% |
| 3M | -65.4% | +24.3% | -89.6% | -74.1% |
| 6M | -67.5% | +20.6% | -88.1% | -75.2% |
| YTD | -68.6% | +14.6% | -83.2% | -75.3% |
| 1Y | +42.7% | +14.5% | +28.1% | +9.9% |
| 3Y | +43.4% | +67.9% | -24.6% | -17.6% |
| All | +43.4% | +70.1% | -26.8% | -17.6% |
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