+62.8%
FDX vs AMP
+70.1%
-7.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -3.3% | +2.6% | -5.9% | -4.4% |
| 30D | -1.4% | +0.8% | -2.2% | -1.7% |
| 3M | -4.5% | +24.3% | -28.8% | -13.4% |
| 6M | +9.4% | +20.6% | -11.1% | +0.1% |
| YTD | +36.0% | +14.6% | +21.4% | +26.7% |
| 1Y | +75.5% | +14.5% | +61.0% | +63.3% |
| 3Y | +62.8% | +67.9% | -5.1% | +25.4% |
| All | +62.8% | +70.1% | -7.3% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling