+40.0%
CVS vs AMP
+589.3%
-549.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -2.2% | -0.5% | -1.6% | -2.0% |
| 30D | -0.1% | -1.3% | +1.3% | +0.3% |
| 3M | -5.2% | +24.2% | -29.4% | -12.0% |
| 6M | +26.9% | +24.6% | +2.3% | +17.3% |
| YTD | +22.1% | +14.8% | +7.2% | +15.4% |
| 1Y | +30.8% | +12.8% | +18.0% | +24.2% |
| 3Y | +54.4% | +69.0% | -14.6% | +25.4% |
| 5Y | +33.4% | +124.9% | -91.5% | -4.4% |
| All | +40.0% | +589.3% | -549.2% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling