+2,953.7%
CLS vs AMP
+584.2%
+2,369.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +5.0% | -2.0% | +7.0% | +6.1% |
| 30D | +4.8% | -1.7% | +6.5% | +5.7% |
| 3M | -10.4% | +23.2% | -33.6% | -20.8% |
| 6M | +20.8% | +22.2% | -1.4% | +7.3% |
| YTD | +10.0% | +14.0% | -4.0% | +0.1% |
| 1Y | +28.5% | +14.0% | +14.5% | +16.6% |
| 3Y | +1,292.2% | +67.0% | +1,225.2% | +934.1% |
| 5Y | +3,616.8% | +123.2% | +3,493.6% | +2,246.7% |
| All | +2,953.7% | +584.2% | +2,369.5% | +1,269.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling