+4,263.7%
CRM vs AMP
+2,112.0%
+2,151.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | +28.1% | -1.3% | +29.5% | +28.9% |
| 3M | +48.8% | +24.2% | +24.6% | +34.5% |
| 6M | +28.3% | +24.6% | +3.7% | +15.3% |
| YTD | -6.0% | +14.8% | -20.8% | -12.5% |
| 1Y | +1.4% | +12.8% | -11.3% | -5.0% |
| 3Y | +11.8% | +69.0% | -57.1% | -13.8% |
| 5Y | -2.0% | +124.9% | -126.9% | -34.3% |
| 10Y | +239.6% | +583.5% | -343.9% | +22.5% |
| All | +4,263.7% | +2,112.0% | +2,151.7% | +605.1% |
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 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