+3.7%
CG vs AMP
+118.7%
-115.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.6% |
| 7D | -9.8% | -2.0% | -7.8% | -8.0% |
| 30D | -10.3% | -1.7% | -8.6% | -8.7% |
| 3M | -1.7% | +23.2% | -24.9% | -19.7% |
| 6M | -9.8% | +22.2% | -32.0% | -25.9% |
| YTD | -25.6% | +14.0% | -39.6% | -34.8% |
| 1Y | -32.5% | +14.0% | -46.5% | -40.8% |
| 3Y | +45.6% | +67.0% | -21.4% | -9.6% |
| 5Y | +3.7% | +123.2% | -119.6% | -52.1% |
| All | +3.7% | +118.7% | -115.1% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling