+69.0%
AMP vs FDS
-37.4%
+106.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.0% |
| 7D | -0.5% | -14.0% | +13.5% | +2.7% |
| 30D | -1.3% | -6.2% | +4.9% | -0.1% |
| 3M | +24.2% | +10.2% | +14.0% | +20.7% |
| 6M | +24.6% | +27.4% | -2.9% | +15.3% |
| YTD | +14.8% | -9.3% | +24.1% | +18.0% |
| 1Y | +12.8% | -28.6% | +41.4% | +28.3% |
| 3Y | +69.0% | -36.8% | +105.8% | +98.0% |
| All | +69.0% | -37.4% | +106.4% | +98.0% |
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