+73.0%
CF vs AMP
+70.7%
+2.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | +14.8% | -0.1% | +14.9% | +14.8% |
| 3M | +14.1% | +23.6% | -9.5% | +10.1% |
| 6M | +28.5% | +20.4% | +8.2% | +24.6% |
| YTD | +74.9% | +15.4% | +59.5% | +70.5% |
| 1Y | +61.7% | +11.0% | +50.7% | +58.7% |
| All | +73.0% | +70.7% | +2.3% | +45.6% |
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