+527.0%
FDX vs AMP
+1,970.1%
-1,443.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.1% | -1.1% | -1.0% | -1.6% |
| 30D | +10.4% | +4.4% | +6.0% | +8.4% |
| 3M | +0.5% | -7.3% | +7.8% | +3.7% |
| 6M | +6.5% | +12.9% | -6.4% | +0.5% |
| YTD | +40.2% | +7.5% | +32.8% | +34.4% |
| 1Y | +52.1% | +13.3% | +38.8% | +42.3% |
| 3Y | +72.8% | +60.8% | +12.0% | +38.0% |
| 5Y | +76.3% | +82.7% | -6.4% | +31.6% |
| 10Y | +155.7% | +468.7% | -312.9% | +13.4% |
| All | +527.0% | +1,970.1% | -1,443.1% | +46.9% |
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