-10.0%
CCL vs AMP
+1,967.6%
-1,977.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -1.1% |
| 7D | -1.2% | +3.9% | -5.1% | -3.4% |
| 30D | +13.1% | +5.1% | +8.0% | +9.9% |
| 3M | +3.4% | -8.7% | +12.0% | +9.1% |
| 6M | +18.7% | +11.4% | +7.3% | +10.6% |
| YTD | -2.3% | +7.3% | -9.6% | -7.2% |
| 1Y | +14.2% | +14.6% | -0.4% | +4.3% |
| 3Y | +133.6% | +61.2% | +72.3% | +75.8% |
| 5Y | +33.5% | +81.0% | -47.5% | -2.9% |
| 10Y | -32.8% | +468.0% | -500.8% | -71.7% |
| All | -10.0% | +1,967.6% | -1,977.6% | -82.3% |
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 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