+49.0%
FE vs AMP
+121.7%
-72.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | -1.2% | -0.1% | -1.1% | -1.2% |
| 3M | +3.5% | +23.6% | -20.1% | +0.5% |
| 6M | -6.1% | +20.4% | -26.4% | -8.5% |
| YTD | +7.6% | +15.4% | -7.8% | +5.1% |
| 1Y | +11.9% | +11.0% | +1.0% | +9.9% |
| 3Y | +48.4% | +70.5% | -22.0% | +30.7% |
| All | +49.0% | +121.7% | -72.7% | +20.3% |
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