+262.1%
CLX vs AMP
+1,967.6%
-1,705.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | +9.5% | +3.9% | +5.6% | +9.0% |
| 30D | +30.7% | +5.1% | +25.6% | +29.9% |
| 3M | +4.2% | -8.7% | +12.9% | +5.5% |
| 6M | +22.1% | +11.4% | +10.7% | +20.3% |
| YTD | +14.1% | +7.3% | +6.7% | +12.7% |
| 1Y | +10.3% | +14.6% | -4.2% | +8.0% |
| 3Y | -7.8% | +61.2% | -69.0% | -14.3% |
| 5Y | -20.8% | +81.0% | -101.9% | -28.3% |
| 10Y | +31.9% | +468.0% | -436.1% | -3.5% |
| All | +262.1% | +1,967.6% | -1,705.5% | +95.4% |
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