-97.9%
CAPR vs AMP
+1,280.9%
-1,378.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | +139.2% | -0.1% | +139.3% | +138.9% |
| 3M | -66.4% | +23.6% | -89.9% | -68.7% |
| 6M | -63.1% | +20.4% | -83.5% | -65.5% |
| YTD | -67.4% | +15.4% | -82.9% | -69.3% |
| 1Y | +58.2% | +11.0% | +47.3% | +51.3% |
| 3Y | +42.2% | +70.5% | -28.3% | +23.4% |
| 5Y | +87.3% | +121.4% | -34.1% | +52.4% |
| 10Y | -75.3% | +575.6% | -650.8% | -83.8% |
| All | -97.9% | +1,280.9% | -1,378.8% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling