+245.6%
CRH vs AMP
+589.3%
-343.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -6.1% | -0.5% | -5.5% | -5.8% |
| 30D | -9.3% | -1.3% | -8.0% | -8.6% |
| 3M | -15.2% | +24.2% | -39.4% | -24.6% |
| 6M | -14.2% | +24.6% | -38.8% | -24.0% |
| YTD | -28.3% | +14.8% | -43.1% | -33.9% |
| 1Y | -21.8% | +12.8% | -34.6% | -27.5% |
| 3Y | +71.6% | +69.0% | +2.6% | +27.0% |
| 5Y | +96.6% | +124.9% | -28.2% | +23.8% |
| All | +245.6% | +589.3% | -343.7% | +23.8% |
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