+505.7%
CIFR vs AMP
+64.9%
+440.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -7.6% |
| 7D | +11.3% | 0.0% | +11.3% | +11.7% |
| 30D | +3.5% | -1.0% | +4.5% | +4.3% |
| 3M | -26.6% | +23.2% | -49.9% | -45.9% |
| 6M | +18.1% | +20.4% | -2.3% | -10.5% |
| YTD | +14.5% | +13.6% | +0.8% | -9.2% |
| 1Y | +83.3% | +13.4% | +69.9% | +45.1% |
| All | +505.7% | +64.9% | +440.8% | +183.8% |
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