+1,651.7%
CCEP vs AMP
+2,123.7%
-472.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | +14.9% | +23.6% | -8.6% | +7.5% |
| 6M | +2.3% | +20.4% | -18.1% | -3.8% |
| YTD | +17.8% | +15.4% | +2.4% | +11.7% |
| 1Y | +24.2% | +11.0% | +13.2% | +18.8% |
| 3Y | +84.7% | +70.5% | +14.3% | +50.8% |
| 5Y | +103.2% | +121.4% | -18.2% | +50.3% |
| 10Y | +257.4% | +575.6% | -318.2% | +76.0% |
| All | +1,651.7% | +2,123.7% | -472.1% | +401.2% |
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