+219.7%
CFG vs AMP
+503.1%
-283.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.7% |
| 7D | +0.7% | +3.3% | -2.6% | -2.1% |
| 30D | +2.8% | +4.2% | -1.5% | -0.9% |
| 3M | -10.1% | -6.4% | -3.7% | -5.3% |
| 6M | +3.2% | +12.4% | -9.2% | -7.3% |
| YTD | +14.2% | +7.4% | +6.8% | +5.5% |
| 1Y | +27.4% | +14.7% | +12.7% | +11.3% |
| 3Y | +187.6% | +60.8% | +126.8% | +88.1% |
| 5Y | +65.7% | +83.4% | -17.7% | -3.8% |
| 10Y | +219.7% | +473.5% | -253.9% | -26.3% |
| All | +219.7% | +503.1% | -283.4% | -26.3% |
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