+693.7%
CMS vs AMP
+1,969.7%
-1,276.0%
-51.8%
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% | +0.3% |
| 7D | +0.5% | +3.3% | -2.8% | -0.2% |
| 30D | +7.4% | +4.2% | +3.2% | +6.4% |
| 3M | +1.9% | -6.4% | +8.3% | +3.2% |
| 6M | -2.3% | +12.4% | -14.7% | -5.1% |
| YTD | +3.0% | +7.4% | -4.5% | +0.5% |
| 1Y | -2.8% | +14.7% | -17.5% | -6.5% |
| 3Y | +37.9% | +60.8% | -22.9% | +21.3% |
| 5Y | +34.0% | +83.4% | -49.5% | +12.2% |
| 10Y | +138.1% | +473.5% | -335.4% | +43.7% |
| All | +693.7% | +1,969.7% | -1,276.0% | +191.6% |
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