+395.2%
COR vs AMP
+589.3%
-194.1%
-32.4%
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% | 0.0% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | +2.6% | -1.3% | +3.9% | +3.0% |
| 3M | +14.5% | +24.2% | -9.7% | +6.4% |
| 6M | -7.8% | +24.6% | -32.4% | -14.6% |
| YTD | -4.2% | +14.8% | -19.1% | -9.4% |
| 1Y | +7.0% | +12.8% | -5.8% | +1.5% |
| 3Y | +85.5% | +69.0% | +16.6% | +47.0% |
| 5Y | +181.2% | +124.9% | +56.3% | +91.8% |
| All | +395.2% | +589.3% | -194.1% | +80.4% |
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