+362.4%
CFG vs AMP
+479.4%
-117.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.6% |
| 7D | +1.5% | +0.2% | +1.3% | +1.3% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | +11.5% | +23.6% | -12.1% | -6.5% |
| 6M | +19.2% | +20.4% | -1.2% | +1.7% |
| YTD | +23.7% | +15.4% | +8.3% | +8.5% |
| 1Y | +38.8% | +11.0% | +27.9% | +25.5% |
| 3Y | +178.9% | +70.5% | +108.4% | +78.5% |
| 5Y | +101.8% | +121.4% | -19.6% | +3.6% |
| 10Y | +317.3% | +575.6% | -258.3% | -5.8% |
| All | +362.4% | +479.4% | -117.0% | +13.4% |
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