+140.6%
CNP vs AMP
+452.8%
-312.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.3% |
| 7D | +2.5% | +1.2% | +1.3% | +2.0% |
| 30D | +4.0% | +4.4% | -0.4% | +2.2% |
| 3M | +1.6% | -8.8% | +10.5% | +4.8% |
| 6M | -1.7% | +9.9% | -11.6% | -5.9% |
| YTD | +8.6% | +6.1% | +2.5% | +4.4% |
| 1Y | +5.8% | +10.6% | -4.8% | -0.2% |
| 3Y | +63.0% | +58.8% | +4.2% | +27.6% |
| 5Y | +74.7% | +79.0% | -4.3% | +24.8% |
| All | +140.6% | +452.8% | -312.3% | -0.4% |
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