-25.4%
CLF vs AMP
+61.1%
-86.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.7% | +3.3% | +4.1% |
| 7D | -14.1% | +3.1% | -17.2% | -16.2% |
| 30D | -5.5% | +3.9% | -9.5% | -9.2% |
| 3M | 0.0% | -5.8% | +5.8% | +3.9% |
| 6M | +11.3% | +12.1% | -0.8% | -1.7% |
| YTD | -7.7% | +7.1% | -14.8% | -15.6% |
| 1Y | +17.5% | +14.2% | +3.3% | +0.9% |
| 3Y | -25.4% | +62.5% | -87.9% | -52.9% |
| All | -25.4% | +61.1% | -86.5% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling