+3.9%
CI vs AMP
+70.1%
-66.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -2.0% | +2.6% | -4.6% | -2.5% |
| 30D | -1.8% | +0.8% | -2.7% | -2.0% |
| 3M | -4.2% | +24.3% | -28.5% | -8.4% |
| 6M | +2.7% | +20.6% | -17.9% | -1.4% |
| YTD | +1.9% | +14.6% | -12.7% | -1.4% |
| 1Y | -6.3% | +14.5% | -20.8% | -9.3% |
| 3Y | +3.9% | +67.9% | -64.1% | -12.4% |
| All | +3.9% | +70.1% | -66.3% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling