+6,408.9%
CF vs AMP
+2,123.7%
+4,285.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +6.0% | +0.2% | +5.8% | +5.8% |
| 30D | +14.8% | -0.1% | +14.9% | +14.7% |
| 3M | +14.1% | +23.6% | -9.5% | +2.6% |
| 6M | +28.5% | +20.4% | +8.2% | +16.2% |
| YTD | +74.9% | +15.4% | +59.5% | +60.3% |
| 1Y | +61.7% | +11.0% | +50.7% | +50.5% |
| 3Y | +80.3% | +70.5% | +9.9% | +31.7% |
| 5Y | +226.0% | +121.4% | +104.6% | +102.2% |
| 10Y | +569.9% | +575.6% | -5.7% | +129.5% |
| All | +6,408.9% | +2,123.7% | +4,285.2% | +1,085.7% |
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