+112.0%
CF vs AMP
+75.0%
+37.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | -3.2% | +2.2% | -5.3% | -3.9% |
| 30D | +4.3% | +2.2% | +2.1% | +3.4% |
| 3M | +2.8% | -10.4% | +13.2% | +5.5% |
| 6M | +0.6% | +5.8% | -5.2% | -1.7% |
| YTD | +56.6% | +3.3% | +53.4% | +53.3% |
| 1Y | +49.6% | +11.1% | +38.5% | +42.9% |
| 3Y | +61.5% | +56.0% | +5.4% | +31.5% |
| All | +112.0% | +75.0% | +37.0% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling