+48.9%
CIEN vs AMP
+18.6%
+30.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.5% | -13.7% | -7.5% |
| 7D | -25.0% | +7.7% | -32.7% | -22.7% |
| 30D | -30.1% | +6.6% | -36.7% | -28.1% |
| 3M | -33.8% | -4.7% | -29.1% | -33.8% |
| 6M | -49.4% | +12.9% | -62.3% | -46.9% |
| YTD | +16.4% | +8.6% | +7.8% | +17.4% |
| 1Y | +48.9% | +18.2% | +30.6% | +43.7% |
| All | +48.9% | +18.6% | +30.3% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling