+539.0%
CIEN vs AMP
+61.6%
+477.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.7% | -5.0% |
| 7D | +15.3% | +3.9% | +11.3% | +13.7% |
| 30D | -22.0% | +5.1% | -27.1% | -23.5% |
| 3M | -36.6% | -8.7% | -28.0% | -34.5% |
| 6M | -51.5% | +11.4% | -62.9% | -54.6% |
| YTD | +20.0% | +7.3% | +12.6% | +11.7% |
| 1Y | +44.5% | +14.6% | +29.9% | +28.2% |
| 3Y | +539.0% | +61.2% | +477.8% | +359.0% |
| All | +539.0% | +61.6% | +477.5% | +359.0% |
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