+350.2%
CG vs AMP
+1,318.6%
-968.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | -5.1% | -0.1% | -5.0% | -5.0% |
| 3M | +8.7% | +23.6% | -14.9% | -5.5% |
| 6M | -9.2% | +20.4% | -29.6% | -19.7% |
| YTD | -18.9% | +15.4% | -34.3% | -26.2% |
| 1Y | -25.6% | +11.0% | -36.6% | -30.5% |
| 3Y | +57.3% | +70.5% | -13.2% | +14.8% |
| 5Y | +10.2% | +121.4% | -111.2% | -30.2% |
| 10Y | +364.2% | +575.6% | -211.4% | +47.3% |
| All | +350.2% | +1,318.6% | -968.4% | +8.7% |
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