-2.8%
CMS vs AMP
+14.4%
-17.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +0.5% | +3.3% | -2.8% | +0.6% |
| 30D | +7.4% | +4.2% | +3.2% | +7.5% |
| 3M | +1.9% | -6.4% | +8.3% | +1.0% |
| 6M | -2.3% | +12.4% | -14.7% | -1.2% |
| YTD | +3.0% | +7.4% | -4.5% | +3.1% |
| 1Y | -2.8% | +14.7% | -17.5% | -2.4% |
| All | -2.8% | +14.4% | -17.2% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling