+322.0%
CMG vs AMP
+589.3%
-267.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -2.1% | -0.5% | -1.5% | -1.9% |
| 30D | +10.9% | -1.3% | +12.2% | +11.4% |
| 3M | +15.8% | +24.2% | -8.4% | +6.4% |
| 6M | +6.9% | +24.6% | -17.6% | -2.1% |
| YTD | -2.2% | +14.8% | -17.0% | -7.6% |
| 1Y | -7.1% | +12.8% | -19.9% | -11.4% |
| 3Y | -7.1% | +69.0% | -76.1% | -24.2% |
| 5Y | -4.8% | +124.9% | -129.7% | -30.5% |
| All | +322.0% | +589.3% | -267.3% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling