+295.1%
CAPR vs AMP
+61.8%
+233.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | 0.0% | +26.5% | +26.5% |
| 7D | +25.8% | -1.1% | +26.8% | +27.1% |
| 30D | +50.2% | +4.4% | +45.8% | +45.1% |
| 3M | +185.5% | -7.3% | +192.8% | +204.4% |
| 6M | -64.8% | +12.9% | -77.7% | -71.4% |
| YTD | -61.1% | +7.5% | -68.6% | -67.7% |
| 1Y | +81.0% | +13.3% | +67.6% | +41.5% |
| All | +295.1% | +61.8% | +233.3% | +153.3% |
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