+43.0%
CSGP vs AMP
+582.0%
-539.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | +2.3% | -0.1% | +2.4% | +2.4% |
| 3M | -8.2% | +23.6% | -31.7% | -15.7% |
| 6M | -35.1% | +20.4% | -55.4% | -40.0% |
| YTD | -54.0% | +15.4% | -69.5% | -56.9% |
| 1Y | -65.3% | +11.0% | -76.3% | -67.0% |
| 3Y | -62.6% | +70.5% | -133.0% | -70.5% |
| 5Y | -64.8% | +121.4% | -186.2% | -75.1% |
| All | +43.0% | +582.0% | -539.0% | -31.5% |
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