+328.7%
CFG vs AMP
+437.5%
-108.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | 0.0% |
| 7D | +0.3% | +3.1% | -2.9% | -2.3% |
| 30D | +3.2% | +3.9% | -0.7% | -0.1% |
| 3M | -9.7% | -5.8% | -3.9% | -5.6% |
| 6M | +3.6% | +12.1% | -8.4% | -6.3% |
| YTD | +14.7% | +7.1% | +7.6% | +6.5% |
| 1Y | +29.6% | +14.2% | +15.4% | +14.2% |
| 3Y | +190.6% | +62.5% | +128.1% | +92.0% |
| 5Y | +67.1% | +82.6% | -15.5% | -0.1% |
| 10Y | +237.0% | +515.9% | -278.9% | -18.1% |
| All | +328.7% | +437.5% | -108.9% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling