+34.6%
CP vs AMP
+18.6%
+16.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.5% | -1.0% | +2.3% |
| 7D | +5.6% | +7.7% | -2.1% | +3.6% |
| 30D | +10.0% | +6.6% | +3.5% | +8.3% |
| 3M | +4.4% | -4.7% | +9.1% | +5.4% |
| 6M | +14.1% | +12.9% | +1.2% | +10.6% |
| YTD | +29.1% | +8.6% | +20.4% | +24.0% |
| 1Y | +34.6% | +18.2% | +16.3% | +23.3% |
| All | +34.6% | +18.6% | +16.0% | +23.3% |
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