+306.8%
CFG vs AMP
+570.9%
-264.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.2% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -4.5% | -1.0% | -3.5% | -3.8% |
| 3M | +6.3% | +23.2% | -16.9% | -10.9% |
| 6M | +20.6% | +20.4% | +0.2% | +2.5% |
| YTD | +21.2% | +13.6% | +7.6% | +7.4% |
| 1Y | +38.2% | +13.4% | +24.8% | +22.6% |
| 3Y | +185.9% | +66.5% | +119.4% | +84.5% |
| 5Y | +97.0% | +120.2% | -23.2% | -0.2% |
| 10Y | +306.8% | +576.5% | -269.7% | -4.1% |
| All | +306.8% | +570.9% | -264.1% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling