+38.8%
CFG vs AMP
+11.4%
+27.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | +11.5% | +23.6% | -12.1% | -1.5% |
| 6M | +19.2% | +20.4% | -1.2% | +6.8% |
| YTD | +23.7% | +15.4% | +8.3% | +12.2% |
| 1Y | +38.8% | +11.0% | +27.9% | +26.8% |
| All | +38.8% | +11.4% | +27.5% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling