+390.2%
CCJ vs AMP
+2,123.7%
-1,733.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +6.9% | -0.1% | +6.9% | +6.9% |
| 3M | -11.6% | +23.6% | -35.2% | -19.6% |
| 6M | -16.2% | +20.4% | -36.6% | -23.0% |
| YTD | +10.1% | +15.4% | -5.3% | +2.5% |
| 1Y | +32.3% | +11.0% | +21.3% | +25.0% |
| 3Y | +171.3% | +70.5% | +100.8% | +111.2% |
| 5Y | +372.4% | +121.4% | +251.0% | +227.0% |
| 10Y | +1,070.0% | +575.6% | +494.5% | +352.4% |
| All | +390.2% | +2,123.7% | -1,733.6% | -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