+61.2%
AMP vs FDS
-23.3%
+84.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +3.9% | +1.5% | +2.5% | +3.6% |
| 30D | +5.1% | +14.8% | -9.7% | +2.0% |
| 3M | -8.7% | +16.3% | -25.0% | -11.8% |
| 6M | +11.4% | +66.2% | -54.8% | -1.5% |
| YTD | +7.3% | +16.2% | -8.9% | +4.5% |
| 1Y | +14.6% | +21.8% | -7.3% | +9.3% |
| 3Y | +61.2% | -23.9% | +85.1% | +85.5% |
| All | +61.2% | -23.3% | +84.5% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling