+219.9%
CTVA vs AMP
+330.7%
-110.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.9% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | +11.1% | -1.0% | +12.1% | +11.5% |
| 3M | +13.2% | +23.2% | -10.0% | +1.7% |
| 6M | +8.7% | +20.4% | -11.7% | -1.6% |
| YTD | +27.3% | +13.6% | +13.6% | +17.7% |
| 1Y | +18.0% | +13.4% | +4.6% | +9.1% |
| 3Y | +76.5% | +66.5% | +10.0% | +30.7% |
| 5Y | +105.1% | +120.2% | -15.1% | +26.8% |
| All | +219.9% | +330.7% | -110.7% | +31.4% |
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