+1,112.6%
CB vs AMP
+1,889.4%
-776.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.2% |
| 7D | +0.2% | +2.2% | -1.9% | -0.7% |
| 30D | +9.1% | +2.2% | +6.8% | +8.0% |
| 3M | +3.4% | -10.4% | +13.8% | +7.9% |
| 6M | +14.1% | +5.8% | +8.3% | +10.8% |
| YTD | +18.0% | +3.3% | +14.7% | +14.8% |
| 1Y | +30.1% | +11.1% | +19.1% | +22.6% |
| 3Y | +71.8% | +56.0% | +15.7% | +37.1% |
| 5Y | +101.8% | +76.1% | +25.8% | +49.3% |
| 10Y | +252.1% | +590.2% | -338.1% | +37.8% |
| All | +1,112.6% | +1,889.4% | -776.8% | +168.0% |
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