+639.5%
CEG vs AMP
+86.8%
+552.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.3% |
| 7D | +8.0% | +0.2% | +7.8% | +7.8% |
| 30D | +12.9% | -0.1% | +13.0% | +12.8% |
| 3M | +13.2% | +23.6% | -10.4% | +1.5% |
| 6M | -7.0% | +20.4% | -27.3% | -15.7% |
| YTD | -15.0% | +15.4% | -30.4% | -22.1% |
| 1Y | -2.7% | +11.0% | -13.7% | -9.1% |
| 3Y | +184.1% | +70.5% | +113.6% | +113.5% |
| All | +639.5% | +86.8% | +552.6% | +395.5% |
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