+497.0%
CNP vs AMP
+2,123.7%
-1,626.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -1.8% | -0.1% | -1.7% | -1.9% |
| 3M | -4.6% | +23.6% | -28.2% | -10.6% |
| 6M | -8.8% | +20.4% | -29.2% | -14.2% |
| YTD | +5.2% | +15.4% | -10.2% | -0.2% |
| 1Y | +8.3% | +11.0% | -2.7% | +3.6% |
| 3Y | +54.9% | +70.5% | -15.6% | +27.6% |
| 5Y | +73.5% | +121.4% | -47.9% | +28.6% |
| 10Y | +139.1% | +575.6% | -436.5% | +22.4% |
| All | +497.0% | +2,123.7% | -1,626.7% | +97.3% |
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