+153.3%
CMI vs AMP
+66.7%
+86.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -12.4% | -1.3% | -11.1% | -11.9% |
| 3M | -14.8% | +24.2% | -39.0% | -24.3% |
| 6M | +0.8% | +24.6% | -23.8% | -10.8% |
| YTD | +10.2% | +14.8% | -4.6% | +1.6% |
| 1Y | +37.4% | +12.8% | +24.6% | +27.8% |
| 3Y | +153.3% | +69.0% | +84.3% | +88.8% |
| All | +153.3% | +66.7% | +86.6% | +88.8% |
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 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