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  • CLF vs AMP✓SelectedUSD · AMPCLF vs AMP performance historyLatest closeAs of-1.68%09/08
Stock and ETF performance explorer

CLF vs AMP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-47.0%
AMP return
+122.1%
Excess return
-169.0%
Maximum drawdown
-82.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioAMPExcessAlpha
1D-1.7%-0.7%-1.0%-1.1%
7D+6.5%+2.6%+3.9%+4.1%
30D+0.2%+0.8%-0.6%-0.6%
3M-3.1%+24.3%-27.3%-20.9%
6M+25.0%+20.6%+4.5%+5.0%
YTD-7.5%+14.6%-22.1%-19.3%
1Y+11.5%+14.5%-3.0%-2.5%
3Y-13.7%+67.9%-81.6%-46.9%
5Y-47.0%+122.5%-169.5%-75.8%
All-47.0%+122.1%-169.0%-75.8%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling