+127.6%
CLF vs AMP
+570.9%
-443.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -0.9% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -3.2% | -1.0% | -2.2% | -2.4% |
| 3M | -5.0% | +23.2% | -28.2% | -20.7% |
| 6M | +26.6% | +20.4% | +6.2% | +7.8% |
| YTD | -9.0% | +13.6% | -22.6% | -19.1% |
| 1Y | +11.8% | +13.4% | -1.5% | -0.3% |
| 3Y | -15.1% | +66.5% | -81.6% | -44.8% |
| 5Y | -48.2% | +120.2% | -168.4% | -73.3% |
| 10Y | +127.6% | +576.5% | -448.9% | -54.9% |
| All | +127.6% | +570.9% | -443.3% | -54.9% |
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