+281.1%
CG vs AMP
+1,218.9%
-937.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.3% |
| 7D | +0.2% | +3.9% | -3.8% | -2.3% |
| 30D | +11.2% | +5.1% | +6.1% | +7.7% |
| 3M | -22.1% | -8.7% | -13.4% | -17.2% |
| 6M | -17.9% | +11.4% | -29.4% | -23.5% |
| YTD | -31.3% | +7.3% | -38.6% | -34.4% |
| 1Y | -24.0% | +14.6% | -38.5% | -30.3% |
| 3Y | +45.0% | +61.2% | -16.3% | +9.9% |
| 5Y | -22.6% | +81.0% | -103.7% | -44.8% |
| 10Y | +282.1% | +468.0% | -185.9% | +35.2% |
| All | +281.1% | +1,218.9% | -937.8% | -3.3% |
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