+177.0%
FDX vs AMP
+584.2%
-407.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.9% | -2.0% | -1.8% | -2.8% |
| 30D | -3.3% | -1.7% | -1.6% | -2.5% |
| 3M | -2.0% | +23.2% | -25.2% | -12.2% |
| 6M | +8.0% | +22.2% | -14.1% | -3.2% |
| YTD | +35.0% | +14.0% | +21.0% | +24.6% |
| 1Y | +73.7% | +14.0% | +59.7% | +59.9% |
| 3Y | +61.6% | +67.0% | -5.4% | +20.4% |
| 5Y | +65.4% | +123.2% | -57.8% | +4.0% |
| All | +177.0% | +584.2% | -407.2% | +9.3% |
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