+576.2%
CSGP vs AMP
+1,920.5%
-1,344.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.3% |
| 7D | +13.9% | +2.3% | +11.6% | +12.9% |
| 30D | +16.0% | +2.6% | +13.4% | +15.0% |
| 3M | +6.1% | -9.2% | +15.3% | +10.2% |
| 6M | -8.2% | +7.6% | -15.8% | -10.8% |
| YTD | -52.3% | +4.9% | -57.2% | -53.5% |
| 1Y | -54.5% | +12.4% | -66.9% | -56.8% |
| 3Y | -58.6% | +57.3% | -115.9% | -65.7% |
| 5Y | -61.5% | +78.8% | -140.3% | -69.8% |
| 10Y | +74.7% | +601.0% | -526.4% | -24.3% |
| All | +576.2% | +1,920.5% | -1,344.3% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling