+51.6%
FANG vs AMP
+14.8%
+36.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | +2.6% | -1.3% | +3.9% | +2.6% |
| 3M | +7.6% | +24.2% | -16.6% | +6.7% |
| 6M | +17.3% | +24.6% | -7.2% | +16.7% |
| YTD | +38.7% | +14.8% | +23.8% | +39.5% |
| 1Y | +51.6% | +12.8% | +38.9% | +54.0% |
| All | +51.6% | +14.8% | +36.9% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling