+49.3%
CCL vs AMP
+66.7%
-17.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.6% |
| 7D | -3.2% | -0.5% | -2.7% | -2.8% |
| 30D | -17.8% | -1.3% | -16.5% | -16.8% |
| 3M | -18.7% | +24.2% | -42.9% | -32.7% |
| 6M | -11.4% | +24.6% | -36.0% | -27.3% |
| YTD | -24.3% | +14.8% | -39.1% | -33.9% |
| 1Y | -28.8% | +12.8% | -41.6% | -37.0% |
| 3Y | +49.3% | +69.0% | -19.6% | -11.3% |
| All | +49.3% | +66.7% | -17.3% | -11.3% |
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