-63.1%
CSGP vs AMP
+80.8%
-143.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.2% |
| 7D | +1.3% | +3.9% | -2.6% | -0.8% |
| 30D | +2.8% | +5.1% | -2.3% | +0.2% |
| 3M | -6.3% | -8.7% | +2.3% | -1.6% |
| 6M | -3.2% | +11.4% | -14.6% | -8.7% |
| YTD | -54.0% | +7.3% | -61.3% | -56.1% |
| 1Y | -54.8% | +14.6% | -69.4% | -58.5% |
| 3Y | -60.6% | +61.2% | -121.8% | -72.0% |
| All | -63.1% | +80.8% | -143.9% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling