+122.2%
CMS vs AMP
+570.9%
-448.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -1.3% | -1.0% | -0.3% | -1.1% |
| 3M | -5.4% | +23.2% | -28.6% | -9.0% |
| 6M | -10.3% | +20.4% | -30.7% | -13.5% |
| YTD | -0.2% | +13.6% | -13.9% | -3.1% |
| 1Y | -0.9% | +13.4% | -14.2% | -3.8% |
| 3Y | +34.0% | +66.5% | -32.5% | +18.7% |
| 5Y | +23.6% | +120.2% | -96.7% | +1.5% |
| 10Y | +122.2% | +576.5% | -454.3% | +53.9% |
| All | +122.2% | +570.9% | -448.7% | +53.9% |
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