+133.6%
CCL vs AMP
+61.6%
+72.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -1.3% |
| 7D | -1.2% | +3.9% | -5.1% | -4.2% |
| 30D | +13.1% | +5.1% | +8.0% | +8.7% |
| 3M | +3.4% | -8.7% | +12.0% | +11.1% |
| 6M | +18.7% | +11.4% | +7.3% | +7.5% |
| YTD | -2.3% | +7.3% | -9.6% | -9.7% |
| 1Y | +14.2% | +14.6% | -0.4% | -0.7% |
| 3Y | +133.6% | +61.2% | +72.3% | +79.3% |
| All | +133.6% | +61.6% | +72.0% | +79.3% |
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