-59.7%
CSGP vs AMP
+61.1%
-120.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +0.6% |
| 7D | -1.8% | +3.1% | -4.9% | -3.2% |
| 30D | +5.3% | +3.9% | +1.4% | +3.6% |
| 3M | +3.3% | -5.8% | +9.1% | +6.0% |
| 6M | -4.7% | +12.1% | -16.7% | -8.9% |
| YTD | -53.5% | +7.1% | -60.6% | -55.0% |
| 1Y | -53.7% | +14.2% | -67.9% | -56.5% |
| 3Y | -59.7% | +62.5% | -122.2% | -72.9% |
| All | -59.7% | +61.1% | -120.9% | -72.9% |
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