+180.6%
CEG vs AMP
+70.1%
+110.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +6.7% | +2.6% | +4.1% | +5.3% |
| 30D | +11.0% | +0.8% | +10.1% | +10.4% |
| 3M | +19.5% | +24.3% | -4.8% | +6.0% |
| 6M | -5.9% | +20.6% | -26.4% | -15.4% |
| YTD | -15.0% | +14.6% | -29.6% | -22.4% |
| 1Y | +0.6% | +14.5% | -13.9% | -8.4% |
| 3Y | +180.6% | +67.9% | +112.7% | +95.3% |
| All | +180.6% | +70.1% | +110.5% | +95.3% |
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