+1,284.2%
CLS vs AMP
+64.9%
+1,219.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.7% |
| 7D | +20.1% | 0.0% | +20.1% | +20.2% |
| 30D | +6.0% | -1.0% | +7.1% | +6.6% |
| 3M | -10.3% | +23.2% | -33.5% | -22.7% |
| 6M | +24.5% | +20.4% | +4.1% | +8.9% |
| YTD | +12.9% | +13.6% | -0.8% | +0.3% |
| 1Y | +36.7% | +13.4% | +23.3% | +21.3% |
| All | +1,284.2% | +64.9% | +1,219.3% | +815.9% |
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