-97.7%
CAPR vs AMP
+1,169.2%
-1,267.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.3% | -7.5% | -8.4% |
| 7D | +19.1% | +1.2% | +17.9% | +18.8% |
| 30D | +48.8% | +4.4% | +44.4% | +47.5% |
| 3M | +144.4% | -8.8% | +153.2% | +150.4% |
| 6M | -67.5% | +9.9% | -77.4% | -68.8% |
| YTD | -64.5% | +6.1% | -70.6% | -65.7% |
| 1Y | +74.4% | +10.6% | +63.9% | +67.5% |
| 3Y | +265.7% | +58.8% | +206.9% | +223.8% |
| 5Y | +196.0% | +79.0% | +117.0% | +153.5% |
| 10Y | -62.4% | +461.5% | -523.8% | -74.5% |
| All | -97.7% | +1,169.2% | -1,267.0% | -97.9% |
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