+65.1%
CSGP vs AMP
+503.1%
-438.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -3.2% | +3.3% | -6.5% | -4.5% |
| 30D | +2.2% | +4.2% | -2.0% | +0.6% |
| 3M | -3.7% | -6.4% | +2.8% | -0.9% |
| 6M | -7.4% | +12.4% | -19.9% | -11.8% |
| YTD | -54.9% | +7.4% | -62.3% | -56.5% |
| 1Y | -54.9% | +14.7% | -69.6% | -57.7% |
| 3Y | -61.9% | +60.8% | -122.7% | -69.4% |
| 5Y | -63.1% | +83.4% | -146.5% | -72.2% |
| 10Y | +65.1% | +473.5% | -408.4% | -23.2% |
| All | +65.1% | +503.1% | -438.0% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling