+66.4%
FBTC vs AMP
+51.2%
+15.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +1.1% | 0.0% | +1.1% | +1.2% |
| 30D | +22.3% | -1.0% | +23.3% | +22.8% |
| 3M | +26.0% | +23.2% | +2.7% | +11.6% |
| 6M | +13.2% | +20.4% | -7.2% | +1.2% |
| YTD | -10.7% | +13.6% | -24.4% | -17.6% |
| 1Y | -30.0% | +13.4% | -43.3% | -35.4% |
| All | +66.4% | +51.2% | +15.3% | +19.2% |
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