+142.2%
CI vs AMP
+452.8%
-310.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.2% |
| 7D | -1.7% | +1.2% | -2.9% | -2.2% |
| 30D | +4.9% | +4.4% | +0.4% | +3.0% |
| 3M | +7.4% | -8.8% | +16.2% | +11.2% |
| 6M | +0.4% | +9.9% | -9.6% | -3.9% |
| YTD | +9.5% | +6.1% | +3.4% | +5.6% |
| 1Y | +12.0% | +10.6% | +1.4% | +6.0% |
| 3Y | +7.1% | +58.8% | -51.7% | -15.7% |
| 5Y | +49.3% | +79.0% | -29.6% | +7.7% |
| All | +142.2% | +452.8% | -310.6% | +3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling