+73.4%
CNP vs AMP
+80.8%
-7.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +1.3% | +3.9% | -2.6% | +0.7% |
| 30D | +3.8% | +5.1% | -1.3% | +2.9% |
| 3M | +2.4% | -8.7% | +11.0% | +3.7% |
| 6M | -1.2% | +11.4% | -12.6% | -3.3% |
| YTD | +9.3% | +7.3% | +1.9% | +7.2% |
| 1Y | +6.4% | +14.6% | -8.1% | +2.9% |
| 3Y | +66.4% | +61.2% | +5.1% | +44.3% |
| All | +73.4% | +80.8% | -7.4% | +41.8% |
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 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