+114.5%
FE vs AMP
+570.9%
-456.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -1.2% | -1.0% | -0.2% | -1.0% |
| 3M | +1.7% | +23.2% | -21.6% | -3.6% |
| 6M | -7.5% | +20.4% | -27.9% | -12.0% |
| YTD | +6.3% | +13.6% | -7.3% | +2.2% |
| 1Y | +10.9% | +13.4% | -2.5% | +6.3% |
| 3Y | +46.9% | +66.5% | -19.6% | +24.1% |
| 5Y | +47.6% | +120.2% | -72.6% | +12.1% |
| 10Y | +114.5% | +576.5% | -462.0% | +26.6% |
| All | +114.5% | +570.9% | -456.4% | +26.6% |
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