+60.7%
COP vs AMP
+18.6%
+42.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.5% | -9.6% | -5.3% |
| 7D | -8.1% | +7.7% | -15.8% | -8.6% |
| 30D | +6.7% | +6.6% | +0.1% | +6.2% |
| 3M | +16.9% | -4.7% | +21.6% | +17.9% |
| 6M | +11.2% | +12.9% | -1.7% | +9.5% |
| YTD | +49.5% | +8.6% | +40.9% | +48.3% |
| 1Y | +60.7% | +18.2% | +42.5% | +54.8% |
| All | +60.7% | +18.6% | +42.1% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling