+2,250.7%
CRS vs AMP
+2,089.3%
+161.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.5% |
| 7D | -0.5% | 0.0% | -0.6% | -0.6% |
| 30D | -18.1% | -1.0% | -17.1% | -17.7% |
| 3M | -12.4% | +23.2% | -35.7% | -23.9% |
| 6M | +15.9% | +20.4% | -4.5% | +1.9% |
| YTD | +45.8% | +13.6% | +32.2% | +31.3% |
| 1Y | +87.8% | +13.4% | +74.4% | +69.1% |
| 3Y | +648.7% | +66.5% | +582.2% | +432.7% |
| 5Y | +1,416.6% | +120.2% | +1,296.4% | +806.3% |
| 10Y | +1,412.7% | +576.5% | +836.2% | +376.8% |
| All | +2,250.7% | +2,089.3% | +161.4% | +220.7% |
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