+3.9%
CRBG vs AMP
+14.8%
-10.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.5% |
| 7D | +4.9% | +2.6% | +2.3% | +2.9% |
| 30D | +0.2% | +0.8% | -0.6% | -0.4% |
| 3M | +25.5% | +24.3% | +1.2% | +6.6% |
| 6M | +35.7% | +20.6% | +15.2% | +17.8% |
| YTD | +14.0% | +14.6% | -0.6% | +1.9% |
| 1Y | +3.9% | +14.5% | -10.6% | -5.9% |
| All | +3.9% | +14.8% | -10.9% | -5.9% |
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