+691.1%
CMS vs AMP
+1,963.1%
-1,272.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.3% |
| 7D | -0.9% | +3.1% | -4.0% | -1.6% |
| 30D | +7.1% | +3.9% | +3.2% | +6.1% |
| 3M | -1.3% | -5.8% | +4.5% | -0.2% |
| 6M | -2.7% | +12.1% | -14.7% | -5.3% |
| YTD | +2.6% | +7.1% | -4.5% | +0.3% |
| 1Y | -2.0% | +14.2% | -16.2% | -5.7% |
| 3Y | +39.6% | +62.5% | -22.9% | +22.5% |
| 5Y | +35.3% | +82.6% | -47.3% | +13.5% |
| 10Y | +132.3% | +515.9% | -383.6% | +37.8% |
| All | +691.1% | +1,963.1% | -1,272.0% | +190.8% |
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 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