+80.4%
CLF vs AMP
+452.8%
-372.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | +0.5% |
| 7D | +16.0% | +1.2% | +14.8% | +15.0% |
| 30D | +1.6% | +4.4% | -2.8% | -3.0% |
| 3M | +6.7% | -8.8% | +15.5% | +13.4% |
| 6M | +21.1% | +9.9% | +11.2% | +9.3% |
| YTD | -1.6% | +6.1% | -7.7% | -8.8% |
| 1Y | +18.5% | +10.6% | +7.9% | +5.9% |
| 3Y | -21.0% | +58.8% | -79.8% | -47.3% |
| 5Y | -41.4% | +79.0% | -120.4% | -64.7% |
| All | +80.4% | +452.8% | -372.4% | -56.8% |
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