+136.2%
CMS vs AMP
+452.8%
-316.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -1.3% | +1.2% | -2.4% | -1.5% |
| 30D | +5.3% | +4.4% | +0.8% | +4.4% |
| 3M | -0.3% | -8.8% | +8.5% | +1.3% |
| 6M | -4.0% | +9.9% | -14.0% | -6.0% |
| YTD | +2.1% | +6.1% | -4.0% | +0.2% |
| 1Y | -4.7% | +10.6% | -15.3% | -7.3% |
| 3Y | +36.8% | +58.8% | -22.0% | +21.3% |
| 5Y | +34.9% | +79.0% | -44.1% | +14.4% |
| All | +136.2% | +452.8% | -316.6% | +53.5% |
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