-46.3%
CDE vs AMP
+2,095.9%
-2,142.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.3% |
| 7D | -6.1% | -2.0% | -4.0% | -5.2% |
| 30D | +9.5% | -1.7% | +11.2% | +10.2% |
| 3M | +32.0% | +23.2% | +8.8% | +20.1% |
| 6M | -12.8% | +22.2% | -35.0% | -20.4% |
| YTD | +14.2% | +14.0% | +0.2% | +7.1% |
| 1Y | +36.3% | +14.0% | +22.3% | +27.3% |
| 3Y | +821.4% | +67.0% | +754.4% | +618.4% |
| 5Y | +194.3% | +123.2% | +71.0% | +99.0% |
| 10Y | +53.2% | +578.5% | -525.3% | -43.0% |
| All | -46.3% | +2,095.9% | -2,142.1% | -91.8% |
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