-16.1%
CEG vs AMP
+12.5%
-28.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -0.9% |
| 7D | +12.1% | +3.9% | +8.2% | +11.8% |
| 30D | +0.2% | +5.1% | -4.9% | -0.1% |
| 3M | +0.7% | -8.7% | +9.4% | +1.4% |
| 6M | +2.2% | +11.4% | -9.2% | +0.8% |
| YTD | -20.3% | +7.3% | -27.7% | -22.3% |
| 1Y | -16.1% | +14.6% | -30.6% | -20.1% |
| All | -16.1% | +12.5% | -28.5% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling