+228.1%
CP vs AMP
+582.2%
-354.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -0.5% | -1.0% | +0.5% | -0.1% |
| 3M | +0.1% | +23.2% | -23.2% | -8.8% |
| 6M | +7.8% | +20.4% | -12.6% | -1.1% |
| YTD | +22.9% | +13.6% | +9.2% | +15.1% |
| 1Y | +21.3% | +13.4% | +8.0% | +13.5% |
| 3Y | +20.4% | +66.5% | -46.1% | -7.1% |
| 5Y | +34.9% | +120.2% | -85.3% | -10.0% |
| All | +228.1% | +582.2% | -354.1% | +37.5% |
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