-4.5%
CRS vs AMP
+18.6%
-23.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.0% | -2.0% |
| 7D | +4.3% | +7.7% | -3.4% | +3.5% |
| 30D | -25.5% | +6.6% | -32.0% | -26.0% |
| 3M | -48.7% | -4.7% | -44.0% | -48.3% |
| 6M | -31.6% | +12.9% | -44.5% | -32.7% |
| YTD | -7.0% | +8.6% | -15.6% | -11.3% |
| 1Y | -4.5% | +18.2% | -22.7% | -13.0% |
| All | -4.5% | +18.6% | -23.1% | -13.0% |
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