-21.0%
CIFR vs AMP
+80.8%
-101.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.2% | -5.1% |
| 7D | +4.8% | +3.9% | +0.9% | +1.0% |
| 30D | -31.0% | +5.1% | -36.1% | -35.3% |
| 3M | -58.7% | -8.7% | -50.1% | -56.0% |
| 6M | -67.7% | +11.4% | -79.1% | -72.8% |
| YTD | -53.5% | +7.3% | -60.9% | -59.8% |
| 1Y | -54.1% | +14.6% | -68.6% | -63.2% |
| 3Y | +138.2% | +61.2% | +77.0% | +54.7% |
| All | -21.0% | +80.8% | -101.8% | -58.2% |
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