+188.5%
CFG vs AMP
+70.1%
+118.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | +2.7% | +2.6% | +0.1% | +0.5% |
| 30D | -3.7% | +0.8% | -4.5% | -4.4% |
| 3M | +9.5% | +24.3% | -14.8% | -8.9% |
| 6M | +22.2% | +20.6% | +1.7% | +3.8% |
| YTD | +22.3% | +14.6% | +7.7% | +7.5% |
| 1Y | +39.4% | +14.5% | +24.9% | +22.4% |
| 3Y | +188.5% | +67.9% | +120.5% | +57.6% |
| All | +188.5% | +70.1% | +118.4% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling