+5,727.5%
CF vs AMP
+1,889.4%
+3,838.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.4% |
| 7D | -3.2% | +2.2% | -5.3% | -4.5% |
| 30D | +4.3% | +2.2% | +2.1% | +2.7% |
| 3M | +2.8% | -10.4% | +13.2% | +7.5% |
| 6M | +0.6% | +5.8% | -5.2% | -3.3% |
| YTD | +56.6% | +3.3% | +53.4% | +50.3% |
| 1Y | +49.6% | +11.1% | +38.5% | +38.5% |
| 3Y | +61.5% | +56.0% | +5.4% | +22.4% |
| 5Y | +124.0% | +76.1% | +47.9% | +54.5% |
| 10Y | +573.2% | +590.2% | -17.1% | +127.8% |
| All | +5,727.5% | +1,889.4% | +3,838.1% | +1,012.2% |
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