+198.7%
CLX vs AMP
+2,108.3%
-1,909.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.5% | +2.6% | -6.1% | -3.9% |
| 30D | -11.9% | +0.8% | -12.7% | -12.0% |
| 3M | -2.6% | +24.3% | -26.9% | -5.4% |
| 6M | -18.2% | +20.6% | -38.7% | -20.2% |
| YTD | -5.9% | +14.6% | -20.5% | -7.8% |
| 1Y | -23.8% | +14.5% | -38.4% | -25.5% |
| 3Y | -33.6% | +67.9% | -101.5% | -38.6% |
| 5Y | -35.7% | +122.5% | -158.2% | -43.3% |
| 10Y | -2.5% | +573.3% | -575.8% | -30.6% |
| All | +198.7% | +2,108.3% | -1,909.7% | +59.8% |
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 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