+604.8%
CRS vs AMP
+66.7%
+538.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.6% |
| 7D | -6.8% | -0.5% | -6.2% | -6.4% |
| 30D | -16.1% | -1.3% | -14.8% | -15.5% |
| 3M | -21.2% | +24.2% | -45.4% | -32.9% |
| 6M | +8.7% | +24.6% | -15.9% | -8.2% |
| YTD | +41.0% | +14.8% | +26.1% | +24.0% |
| 1Y | +82.7% | +12.8% | +69.9% | +62.9% |
| 3Y | +604.8% | +69.0% | +535.8% | +321.0% |
| All | +604.8% | +66.7% | +538.1% | +321.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling