+97.4%
CB vs AMP
+122.1%
-24.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | -0.6% | +2.6% | -3.2% | -1.4% |
| 30D | -3.9% | +0.8% | -4.8% | -4.2% |
| 3M | +4.9% | +24.3% | -19.4% | -2.3% |
| 6M | +3.3% | +20.6% | -17.3% | -3.2% |
| YTD | +8.5% | +14.6% | -6.1% | +3.0% |
| 1Y | +22.1% | +14.5% | +7.5% | +15.6% |
| 3Y | +70.1% | +67.9% | +2.2% | +34.8% |
| 5Y | +97.4% | +122.5% | -25.1% | +33.9% |
| All | +97.4% | +122.1% | -24.7% | +33.9% |
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 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