+498.4%
CL vs AMP
+1,889.4%
-1,391.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.9% |
| 7D | +1.3% | +2.2% | -0.8% | +1.0% |
| 30D | +11.4% | +2.2% | +9.1% | +10.9% |
| 3M | +4.4% | -10.4% | +14.8% | +6.4% |
| 6M | +10.8% | +5.8% | +4.9% | +9.5% |
| YTD | +25.1% | +3.3% | +21.9% | +23.8% |
| 1Y | +28.0% | +11.1% | +16.9% | +25.0% |
| 3Y | +37.6% | +56.0% | -18.4% | +24.7% |
| 5Y | +39.7% | +76.1% | -36.4% | +22.0% |
| 10Y | +75.8% | +590.2% | -514.4% | +13.6% |
| All | +498.4% | +1,889.4% | -1,391.0% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling