+18.8%
CLF vs AMP
+11.4%
+7.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.3% |
| 7D | +7.6% | +0.2% | +7.4% | +7.4% |
| 30D | -1.2% | -0.1% | -1.1% | -1.2% |
| 3M | -13.4% | +23.6% | -36.9% | -24.7% |
| 6M | +15.4% | +20.4% | -4.9% | +2.1% |
| YTD | -5.9% | +15.4% | -21.3% | -15.0% |
| 1Y | +18.8% | +11.0% | +7.9% | +4.2% |
| All | +18.8% | +11.4% | +7.4% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling