+524.3%
FDX vs AMP
+2,123.7%
-1,599.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | +3.8% | -0.1% | +3.9% | +3.8% |
| 3M | -1.3% | +23.6% | -24.9% | -10.2% |
| 6M | +5.0% | +20.4% | -15.3% | -3.7% |
| YTD | +39.6% | +15.4% | +24.2% | +29.8% |
| 1Y | +81.1% | +11.0% | +70.2% | +70.9% |
| 3Y | +63.0% | +70.5% | -7.4% | +26.8% |
| 5Y | +65.6% | +121.4% | -55.8% | +13.8% |
| 10Y | +183.4% | +575.6% | -392.2% | +16.4% |
| All | +524.3% | +2,123.7% | -1,599.4% | +41.9% |
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