+72.5%
CAPR vs AMP
+120.7%
-48.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.1% |
| 7D | -12.6% | 0.0% | -12.6% | -12.7% |
| 30D | +124.4% | -1.0% | +125.4% | +125.3% |
| 3M | -66.8% | +23.2% | -90.0% | -72.7% |
| 6M | -71.8% | +20.4% | -92.2% | -76.5% |
| YTD | -70.1% | +13.6% | -83.7% | -74.3% |
| 1Y | +33.3% | +13.4% | +20.0% | +14.3% |
| 3Y | +36.7% | +66.5% | -29.8% | -2.9% |
| 5Y | +72.5% | +120.2% | -47.8% | +7.5% |
| All | +72.5% | +120.7% | -48.2% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling