+13.2%
CNH vs AMP
+120.7%
-107.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.7% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +32.6% | -1.0% | +33.6% | +33.3% |
| 3M | +29.4% | +23.2% | +6.2% | +12.4% |
| 6M | +26.0% | +20.4% | +5.6% | +10.5% |
| YTD | +52.2% | +13.6% | +38.6% | +37.4% |
| 1Y | +23.9% | +13.4% | +10.5% | +11.9% |
| 3Y | +10.1% | +66.5% | -56.4% | -27.6% |
| 5Y | +13.2% | +120.2% | -107.1% | -41.7% |
| All | +13.2% | +120.7% | -107.5% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling