+303.7%
CCJ vs AMP
+118.7%
+185.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -3.2% | -2.0% | -1.1% | -2.1% |
| 30D | -1.3% | -1.7% | +0.4% | -0.4% |
| 3M | +2.5% | +23.2% | -20.7% | -9.0% |
| 6M | -18.9% | +22.2% | -41.0% | -27.8% |
| YTD | +6.5% | +14.0% | -7.5% | -2.4% |
| 1Y | +22.8% | +14.0% | +8.8% | +12.3% |
| 3Y | +164.5% | +67.0% | +97.5% | +86.1% |
| 5Y | +303.7% | +123.2% | +180.5% | +128.6% |
| All | +303.7% | +118.7% | +185.0% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling