+31.5%
CP vs AMP
+122.1%
-90.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +2.4% | +2.6% | -0.2% | +1.4% |
| 30D | -0.5% | +0.8% | -1.4% | -0.9% |
| 3M | +1.4% | +24.3% | -22.8% | -7.6% |
| 6M | +10.3% | +20.6% | -10.2% | +1.4% |
| YTD | +24.3% | +14.6% | +9.7% | +16.2% |
| 1Y | +20.4% | +14.5% | +5.9% | +12.4% |
| 3Y | +21.8% | +67.9% | -46.2% | -8.2% |
| 5Y | +31.5% | +122.5% | -91.0% | -17.1% |
| All | +31.5% | +122.1% | -90.5% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling