+650.2%
CVX vs AMP
+2,108.3%
-1,458.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -0.6% | +2.6% | -3.2% | -1.6% |
| 30D | +13.4% | +0.8% | +12.6% | +13.0% |
| 3M | +11.8% | +24.3% | -12.4% | +2.2% |
| 6M | +12.4% | +20.6% | -8.1% | +3.5% |
| YTD | +41.5% | +14.6% | +26.9% | +32.3% |
| 1Y | +41.6% | +14.5% | +27.1% | +32.1% |
| 3Y | +42.2% | +67.9% | -25.7% | +12.0% |
| 5Y | +166.0% | +122.5% | +43.5% | +82.5% |
| 10Y | +207.2% | +573.3% | -366.1% | +32.4% |
| All | +650.2% | +2,108.3% | -1,458.1% | +80.8% |
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 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