+24.6%
CLF vs AMP
+14.4%
+10.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | -9.1% | +3.3% | -12.4% | -10.0% |
| 30D | -0.9% | +4.2% | -5.2% | -2.7% |
| 3M | +3.0% | -6.4% | +9.4% | +7.2% |
| 6M | +16.7% | +12.4% | +4.3% | +7.6% |
| YTD | -3.2% | +7.4% | -10.6% | -8.1% |
| 1Y | +24.6% | +14.7% | +9.9% | +15.2% |
| All | +24.6% | +14.4% | +10.2% | +15.2% |
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