-47.0%
CLF vs AMP
+122.1%
-169.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 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