+454.2%
COP vs AMP
+1,967.6%
-1,513.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.1% |
| 7D | +4.4% | +3.9% | +0.5% | +2.5% |
| 30D | 0.0% | +5.1% | -5.2% | -2.7% |
| 3M | +15.0% | -8.7% | +23.7% | +19.0% |
| 6M | +22.0% | +11.4% | +10.6% | +14.7% |
| YTD | +55.3% | +7.3% | +48.0% | +47.2% |
| 1Y | +64.1% | +14.6% | +49.6% | +50.9% |
| 3Y | +34.1% | +61.2% | -27.2% | +4.0% |
| 5Y | +133.4% | +81.0% | +52.3% | +67.8% |
| 10Y | +338.6% | +468.0% | -129.4% | +87.9% |
| All | +454.2% | +1,967.6% | -1,513.4% | +16.6% |
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