+1,852.3%
CCEP vs AMP
+1,970.1%
-117.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.8% | -1.1% | +2.8% | +2.0% |
| 30D | +12.2% | +4.4% | +7.8% | +10.6% |
| 3M | +10.7% | -7.3% | +18.0% | +13.1% |
| 6M | +27.5% | +12.9% | +14.6% | +22.3% |
| YTD | +31.3% | +7.5% | +23.9% | +27.1% |
| 1Y | +29.9% | +13.3% | +16.6% | +23.4% |
| 3Y | +111.1% | +60.8% | +50.3% | +75.3% |
| 5Y | +142.3% | +82.7% | +59.6% | +90.2% |
| 10Y | +335.5% | +468.7% | -133.2% | +127.3% |
| All | +1,852.3% | +1,970.1% | -117.8% | +470.1% |
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