+415.5%
CNQ vs AMP
+589.3%
-173.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | +6.2% | -1.3% | +7.5% | +6.7% |
| 3M | +12.4% | +24.2% | -11.8% | -1.3% |
| 6M | +9.0% | +24.6% | -15.5% | -5.1% |
| YTD | +52.2% | +14.8% | +37.4% | +37.5% |
| 1Y | +65.0% | +12.8% | +52.2% | +50.1% |
| 3Y | +78.8% | +69.0% | +9.9% | +23.8% |
| 5Y | +286.0% | +124.9% | +161.1% | +117.2% |
| All | +415.5% | +589.3% | -173.8% | +77.7% |
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