+529.4%
CRH vs AMP
+2,112.0%
-1,582.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -6.1% | -0.5% | -5.5% | -5.8% |
| 30D | -9.3% | -1.3% | -8.0% | -8.7% |
| 3M | -15.2% | +24.2% | -39.4% | -23.9% |
| 6M | -14.2% | +24.6% | -38.8% | -23.3% |
| YTD | -28.3% | +14.8% | -43.1% | -33.5% |
| 1Y | -21.8% | +12.8% | -34.6% | -27.1% |
| 3Y | +71.6% | +69.0% | +2.6% | +30.3% |
| 5Y | +96.6% | +124.9% | -28.2% | +28.7% |
| 10Y | +253.8% | +583.5% | -329.7% | +26.2% |
| All | +529.4% | +2,112.0% | -1,582.6% | +31.5% |
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 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