+2,168.6%
AMP vs FDS
+962.5%
+1,206.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +2.2% |
| 7D | +2.6% | -5.4% | +8.0% | +6.3% |
| 30D | +0.8% | +1.6% | -0.7% | -0.8% |
| 3M | +24.3% | +17.7% | +6.5% | +8.2% |
| 6M | +20.6% | +29.1% | -8.5% | -5.0% |
| YTD | +14.6% | +1.0% | +13.7% | +5.3% |
| 1Y | +14.5% | -21.6% | +36.2% | +23.7% |
| 3Y | +67.9% | -30.1% | +98.0% | +92.4% |
| 5Y | +122.5% | -20.7% | +143.2% | +124.6% |
| 10Y | +573.3% | +78.3% | +495.0% | +251.2% |
| All | +2,168.6% | +962.5% | +1,206.1% | +274.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling