+732.0%
CI vs AMP
+2,123.7%
-1,391.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | +0.7% | +23.6% | -22.9% | -9.1% |
| 6M | +0.3% | +20.4% | -20.0% | -8.5% |
| YTD | +3.8% | +15.4% | -11.6% | -4.1% |
| 1Y | -5.5% | +11.0% | -16.5% | -11.0% |
| 3Y | +8.1% | +70.5% | -62.4% | -19.8% |
| 5Y | +42.8% | +121.4% | -78.6% | -10.0% |
| 10Y | +143.9% | +575.6% | -431.7% | -19.8% |
| All | +732.0% | +2,123.7% | -1,391.8% | +11.2% |
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