+1,500.5%
CIEN vs AMP
+589.3%
+911.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.7% | +4.1% |
| 7D | +8.9% | -0.5% | +9.4% | +9.1% |
| 30D | -19.1% | -1.3% | -17.8% | -18.8% |
| 3M | -21.5% | +24.2% | -45.7% | -29.7% |
| 6M | +2.8% | +24.6% | -21.7% | -8.5% |
| YTD | +49.5% | +14.8% | +34.6% | +36.3% |
| 1Y | +163.8% | +12.8% | +151.0% | +142.5% |
| 3Y | +615.8% | +69.0% | +546.9% | +445.6% |
| 5Y | +548.4% | +124.9% | +423.5% | +328.9% |
| All | +1,500.5% | +589.3% | +911.2% | +521.1% |
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