+105.2%
CNH vs AMP
+459.2%
-354.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.2% |
| 7D | +3.0% | +3.9% | -0.9% | +0.8% |
| 30D | -0.6% | +5.1% | -5.7% | -3.6% |
| 3M | +14.6% | -8.7% | +23.3% | +20.7% |
| 6M | +11.8% | +11.4% | +0.3% | +3.3% |
| YTD | +30.4% | +7.3% | +23.1% | +22.2% |
| 1Y | +19.1% | +14.6% | +4.5% | +7.1% |
| 3Y | +30.2% | +61.2% | -31.1% | -7.6% |
| 5Y | -17.8% | +81.0% | -98.9% | -46.4% |
| All | +105.2% | +459.2% | -354.0% | -29.1% |
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