+519.9%
CNP vs AMP
+1,967.6%
-1,447.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | +1.3% | +3.9% | -2.6% | +0.1% |
| 30D | +3.8% | +5.1% | -1.3% | +2.2% |
| 3M | +2.4% | -8.7% | +11.0% | +4.8% |
| 6M | -1.2% | +11.4% | -12.6% | -4.8% |
| YTD | +9.3% | +7.3% | +1.9% | +5.6% |
| 1Y | +6.4% | +14.6% | -8.1% | +0.7% |
| 3Y | +66.4% | +61.2% | +5.1% | +39.0% |
| 5Y | +75.7% | +81.0% | -5.4% | +38.4% |
| 10Y | +145.1% | +468.0% | -322.9% | +31.9% |
| All | +519.9% | +1,967.6% | -1,447.7% | +108.8% |
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 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