+223.5%
CB vs AMP
+570.9%
-347.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -3.1% | -1.0% | -2.1% | -2.7% |
| 3M | +4.2% | +23.2% | -19.1% | -4.6% |
| 6M | +4.7% | +20.4% | -15.7% | -3.6% |
| YTD | +8.8% | +13.6% | -4.8% | +2.1% |
| 1Y | +22.6% | +13.4% | +9.3% | +14.8% |
| 3Y | +70.6% | +66.5% | +4.1% | +31.3% |
| 5Y | +99.4% | +120.2% | -20.8% | +31.7% |
| 10Y | +223.5% | +576.5% | -353.0% | +44.5% |
| All | +223.5% | +570.9% | -347.4% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling