-19.0%
CLF vs AMP
+1,969.7%
-1,988.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.7% |
| 7D | -9.1% | +3.3% | -12.4% | -11.4% |
| 30D | -0.9% | +4.2% | -5.2% | -4.9% |
| 3M | +3.0% | -6.4% | +9.4% | +6.7% |
| 6M | +16.7% | +12.4% | +4.3% | +4.6% |
| YTD | -3.2% | +7.4% | -10.6% | -10.3% |
| 1Y | +24.6% | +14.7% | +9.9% | +9.8% |
| 3Y | -22.3% | +60.8% | -83.1% | -46.3% |
| 5Y | -41.2% | +83.4% | -124.6% | -63.0% |
| 10Y | +83.5% | +473.5% | -390.0% | -50.6% |
| All | -19.0% | +1,969.7% | -1,988.7% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling