+57.3%
CL vs AMP
+570.9%
-513.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -5.5% | -1.0% | -4.5% | -5.3% |
| 3M | +0.8% | +23.2% | -22.4% | -2.8% |
| 6M | -4.2% | +20.4% | -24.6% | -7.4% |
| YTD | +13.4% | +13.6% | -0.2% | +10.5% |
| 1Y | +7.1% | +13.4% | -6.3% | +4.2% |
| 3Y | +29.0% | +66.5% | -37.5% | +14.9% |
| 5Y | +28.3% | +120.2% | -91.9% | +6.2% |
| 10Y | +57.3% | +576.5% | -519.2% | +8.1% |
| All | +57.3% | +570.9% | -513.6% | +8.1% |
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