+338.5%
COP vs AMP
+589.3%
-250.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | +2.3% | -0.5% | +2.8% | +2.6% |
| 30D | +8.6% | -1.3% | +9.9% | +9.2% |
| 3M | +19.9% | +24.2% | -4.3% | +5.0% |
| 6M | +19.0% | +24.6% | -5.5% | +3.4% |
| YTD | +50.0% | +14.8% | +35.1% | +35.6% |
| 1Y | +50.5% | +12.8% | +37.7% | +37.1% |
| 3Y | +25.2% | +69.0% | -43.8% | -12.8% |
| 5Y | +194.3% | +124.9% | +69.4% | +64.7% |
| All | +338.5% | +589.3% | -250.8% | +36.2% |
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