+64.4%
FDX vs AMP
+122.1%
-57.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -3.3% | +2.6% | -5.9% | -4.5% |
| 30D | -1.4% | +0.8% | -2.2% | -1.8% |
| 3M | -4.5% | +24.3% | -28.8% | -14.8% |
| 6M | +9.4% | +20.6% | -11.1% | -1.3% |
| YTD | +36.0% | +14.6% | +21.4% | +25.2% |
| 1Y | +75.5% | +14.5% | +61.0% | +61.2% |
| 3Y | +62.8% | +67.9% | -5.1% | +19.0% |
| 5Y | +64.4% | +122.5% | -58.1% | +1.2% |
| All | +64.4% | +122.1% | -57.7% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling