-60.3%
CSGP vs AMP
+54.6%
-115.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.1% | -4.0% |
| 7D | +1.3% | +2.2% | -0.9% | +0.4% |
| 30D | +10.7% | +2.2% | +8.5% | +9.8% |
| 3M | +3.3% | -10.4% | +13.7% | +8.3% |
| 6M | -10.3% | +5.8% | -16.2% | -12.3% |
| YTD | -54.6% | +3.3% | -57.8% | -55.3% |
| 1Y | -54.6% | +11.1% | -65.7% | -56.8% |
| 3Y | -60.3% | +56.0% | -116.4% | -73.0% |
| All | -60.3% | +54.6% | -115.0% | -73.0% |
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