+1,863.9%
CCEP vs AMP
+1,967.6%
-103.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | +2.1% | +3.9% | -1.8% | +0.9% |
| 30D | +10.6% | +5.1% | +5.5% | +8.8% |
| 3M | +10.3% | -8.7% | +19.0% | +13.3% |
| 6M | +31.1% | +11.4% | +19.6% | +26.2% |
| YTD | +32.1% | +7.3% | +24.8% | +27.9% |
| 1Y | +32.8% | +14.6% | +18.3% | +25.8% |
| 3Y | +111.3% | +61.2% | +50.1% | +75.3% |
| 5Y | +147.5% | +81.0% | +66.5% | +94.9% |
| 10Y | +338.1% | +468.0% | -129.9% | +128.8% |
| All | +1,863.9% | +1,967.6% | -103.7% | +473.7% |
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