+4,005.7%
CMG vs AMP
+1,793.9%
+2,211.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -3.8% | -2.0% | -1.8% | -3.1% |
| 30D | +12.9% | -1.7% | +14.6% | +13.5% |
| 3M | +18.8% | +23.2% | -4.5% | +10.1% |
| 6M | +4.1% | +22.2% | -18.1% | -3.4% |
| YTD | -2.4% | +14.0% | -16.3% | -7.2% |
| 1Y | -6.7% | +14.0% | -20.7% | -11.0% |
| 3Y | -7.1% | +67.0% | -74.1% | -23.2% |
| 5Y | -5.0% | +123.2% | -128.2% | -29.6% |
| 10Y | +323.5% | +578.5% | -255.0% | +96.7% |
| All | +4,005.7% | +1,793.9% | +2,211.8% | +1,061.0% |
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