+89.1%
CCEP vs AMP
+70.1%
+19.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -1.0% | +2.6% | -3.6% | -1.3% |
| 30D | -1.6% | +0.8% | -2.5% | -1.7% |
| 3M | +11.9% | +24.3% | -12.4% | +9.2% |
| 6M | +7.5% | +20.6% | -13.1% | +5.1% |
| YTD | +18.7% | +14.6% | +4.1% | +16.5% |
| 1Y | +21.4% | +14.5% | +6.9% | +19.0% |
| 3Y | +89.1% | +67.9% | +21.2% | +65.6% |
| All | +89.1% | +70.1% | +19.0% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling