+28.8%
CFG vs AMP
+14.6%
+14.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -0.8% | -1.1% | +0.3% | -0.2% |
| 30D | +3.1% | +4.4% | -1.2% | +0.5% |
| 3M | -9.7% | -7.3% | -2.4% | -5.7% |
| 6M | +6.7% | +12.9% | -6.2% | -0.4% |
| YTD | +15.2% | +7.5% | +7.7% | +8.1% |
| 1Y | +28.8% | +13.3% | +15.4% | +15.0% |
| All | +28.8% | +14.6% | +14.2% | +15.0% |
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