+2,623.2%
CLS vs AMP
+2,123.7%
+499.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +4.6% | +0.2% | +4.3% | +4.5% |
| 30D | -13.9% | -0.1% | -13.8% | -13.9% |
| 3M | -26.6% | +23.6% | -50.1% | -33.7% |
| 6M | +15.4% | +20.4% | -4.9% | +5.5% |
| YTD | +5.7% | +15.4% | -9.8% | -2.6% |
| 1Y | +41.1% | +11.0% | +30.2% | +31.9% |
| 3Y | +1,228.6% | +70.5% | +1,158.1% | +937.1% |
| 5Y | +3,240.6% | +121.4% | +3,119.3% | +2,218.0% |
| 10Y | +2,760.3% | +575.6% | +2,184.8% | +1,079.3% |
| All | +2,623.2% | +2,123.7% | +499.4% | +530.0% |
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