+68.0%
CNH vs AMP
+710.6%
-642.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.5% |
| 7D | +23.3% | +0.2% | +23.1% | +23.1% |
| 30D | +33.5% | -0.1% | +33.5% | +33.3% |
| 3M | +32.7% | +23.6% | +9.2% | +16.0% |
| 6M | +22.2% | +20.4% | +1.8% | +8.0% |
| YTD | +57.7% | +15.4% | +42.3% | +41.9% |
| 1Y | +28.0% | +11.0% | +17.0% | +17.7% |
| 3Y | +11.5% | +70.5% | -58.9% | -22.7% |
| 5Y | +11.9% | +121.4% | -109.5% | -34.4% |
| 10Y | +162.8% | +575.6% | -412.8% | -23.8% |
| All | +68.0% | +710.6% | -642.7% | -54.6% |
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