+406.2%
CCI vs AMP
+2,108.3%
-1,702.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.2% | +2.6% | -2.4% | -0.7% |
| 30D | +0.5% | +0.8% | -0.3% | +0.2% |
| 3M | -16.3% | +24.3% | -40.5% | -22.5% |
| 6M | -13.9% | +20.6% | -34.5% | -19.8% |
| YTD | -12.4% | +14.6% | -27.1% | -17.3% |
| 1Y | -15.2% | +14.5% | -29.7% | -20.1% |
| 3Y | -9.9% | +67.9% | -77.8% | -27.8% |
| 5Y | -50.8% | +122.5% | -173.3% | -65.3% |
| 10Y | +18.3% | +573.3% | -555.0% | -51.0% |
| All | +406.2% | +2,108.3% | -1,702.1% | +9.2% |
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