+507.7%
FAST vs AMP
+574.4%
-66.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.3% | +2.6% | -1.3% | +0.2% |
| 30D | -4.7% | +0.8% | -5.6% | -5.1% |
| 3M | +7.9% | +24.3% | -16.3% | -1.7% |
| 6M | +7.4% | +20.6% | -13.1% | -1.2% |
| YTD | +25.1% | +14.6% | +10.4% | +17.1% |
| 1Y | +4.7% | +14.5% | -9.8% | -2.2% |
| 3Y | +94.7% | +67.9% | +26.8% | +52.7% |
| 5Y | +106.8% | +122.5% | -15.8% | +40.8% |
| 10Y | +507.7% | +573.3% | -65.6% | +132.6% |
| All | +507.7% | +574.4% | -66.7% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling