+1,955.9%
FAST vs AMP
+2,123.7%
-167.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -0.8% | -0.1% | -0.7% | -0.8% |
| 3M | +5.8% | +23.6% | -17.8% | -3.1% |
| 6M | +8.0% | +20.4% | -12.4% | -0.3% |
| YTD | +25.6% | +15.4% | +10.2% | +17.6% |
| 1Y | +0.8% | +11.0% | -10.1% | -4.4% |
| 3Y | +86.1% | +70.5% | +15.6% | +46.7% |
| 5Y | +100.2% | +121.4% | -21.2% | +39.2% |
| 10Y | +494.2% | +575.6% | -81.4% | +142.9% |
| All | +1,955.9% | +2,123.7% | -167.8% | +348.6% |
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 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