+672.4%
CMS vs AMP
+2,123.7%
-1,451.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +0.4% | +0.2% | +0.1% | +0.3% |
| 30D | -3.6% | -0.1% | -3.5% | -3.6% |
| 3M | -1.9% | +23.6% | -25.5% | -6.4% |
| 6M | -11.0% | +20.4% | -31.3% | -14.8% |
| YTD | +0.2% | +15.4% | -15.2% | -3.5% |
| 1Y | -1.3% | +11.0% | -12.3% | -4.4% |
| 3Y | +35.9% | +70.5% | -34.5% | +18.1% |
| 5Y | +23.1% | +121.4% | -98.3% | -1.1% |
| 10Y | +117.9% | +575.6% | -457.7% | +26.3% |
| All | +672.4% | +2,123.7% | -1,451.3% | +179.8% |
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