+52.8%
CME vs AMP
+66.4%
-13.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -2.9% | +2.6% | -5.5% | -2.9% |
| 30D | +5.5% | +0.8% | +4.7% | +5.5% |
| 3M | +11.0% | +24.3% | -13.3% | +10.4% |
| 6M | -9.7% | +20.6% | -30.2% | -10.1% |
| YTD | +4.9% | +14.6% | -9.8% | +4.5% |
| 1Y | +10.1% | +14.5% | -4.5% | +9.7% |
| All | +52.8% | +66.4% | -13.6% | +46.7% |
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