+84.3%
CL vs AMP
+476.6%
-392.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +2.6% | +3.3% | -0.8% | +2.0% |
| 30D | +11.8% | +4.2% | +7.5% | +10.9% |
| 3M | +5.9% | -6.4% | +12.3% | +7.1% |
| 6M | +13.3% | +12.4% | +0.9% | +10.8% |
| YTD | +27.1% | +7.4% | +19.7% | +24.8% |
| 1Y | +28.0% | +14.7% | +13.3% | +24.1% |
| 3Y | +39.4% | +60.8% | -21.4% | +24.0% |
| 5Y | +40.8% | +83.4% | -42.7% | +19.7% |
| All | +84.3% | +476.6% | -392.3% | +16.7% |
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