+159.4%
CCJ vs AMP
+66.7%
+92.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | -2.4% | -1.3% | -1.1% | -1.8% |
| 3M | -2.3% | +24.2% | -26.5% | -11.5% |
| 6M | -16.2% | +24.6% | -40.8% | -24.3% |
| YTD | +5.7% | +14.8% | -9.2% | -1.8% |
| 1Y | +21.3% | +12.8% | +8.5% | +13.5% |
| 3Y | +159.4% | +69.0% | +90.4% | +111.0% |
| All | +159.4% | +66.7% | +92.7% | +111.0% |
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