+24.5%
COP vs AMP
+64.9%
-40.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +11.7% | -1.0% | +12.7% | +12.0% |
| 3M | +17.7% | +23.2% | -5.6% | +8.1% |
| 6M | +18.3% | +20.4% | -2.1% | +9.4% |
| YTD | +49.1% | +13.6% | +35.4% | +40.6% |
| 1Y | +53.3% | +13.4% | +40.0% | +44.5% |
| All | +24.5% | +64.9% | -40.5% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling