+1,411.6%
CP vs AMP
+2,123.7%
-712.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | +0.2% | -0.1% | +0.2% | +0.2% |
| 3M | +2.6% | +23.6% | -21.0% | -6.4% |
| 6M | +6.0% | +20.4% | -14.4% | -2.5% |
| YTD | +24.9% | +15.4% | +9.5% | +16.5% |
| 1Y | +20.1% | +11.0% | +9.1% | +13.5% |
| 3Y | +16.4% | +70.5% | -54.1% | -9.8% |
| 5Y | +31.7% | +121.4% | -89.7% | -10.1% |
| 10Y | +223.9% | +575.6% | -351.7% | +28.1% |
| All | +1,411.6% | +2,123.7% | -712.2% | +229.6% |
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