+1,440.5%
FANG vs AMP
+1,219.3%
+221.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | +2.9% | -0.5% | +3.4% | +3.2% |
| 30D | +2.6% | -1.3% | +3.9% | +3.2% |
| 3M | +7.6% | +24.2% | -16.6% | -7.2% |
| 6M | +17.3% | +24.6% | -7.2% | +0.1% |
| YTD | +38.7% | +14.8% | +23.8% | +23.4% |
| 1Y | +51.6% | +12.8% | +38.9% | +36.0% |
| 3Y | +50.0% | +69.0% | -19.0% | +0.7% |
| 5Y | +237.6% | +124.9% | +112.7% | +81.6% |
| 10Y | +180.7% | +583.5% | -402.8% | -23.2% |
| All | +1,440.5% | +1,219.3% | +221.2% | +200.0% |
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 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