+355.8%
CIEN vs AMP
+80.8%
+274.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.7% | -5.1% |
| 7D | +15.3% | +3.9% | +11.3% | +13.2% |
| 30D | -22.0% | +5.1% | -27.1% | -24.1% |
| 3M | -36.6% | -8.7% | -28.0% | -34.2% |
| 6M | -51.5% | +11.4% | -62.9% | -55.2% |
| YTD | +20.0% | +7.3% | +12.6% | +10.7% |
| 1Y | +44.5% | +14.6% | +29.9% | +27.8% |
| 3Y | +539.0% | +61.2% | +477.8% | +357.7% |
| All | +355.8% | +80.8% | +274.9% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling