+124.0%
FE vs AMP
+1,969.7%
-1,845.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.8% |
| 7D | -0.5% | +3.3% | -3.9% | -1.3% |
| 30D | +4.3% | +4.2% | +0.1% | +3.2% |
| 3M | +0.4% | -6.4% | +6.8% | +1.8% |
| 6M | +6.9% | +12.4% | -5.5% | +3.7% |
| YTD | +8.0% | +7.4% | +0.6% | +5.3% |
| 1Y | +4.8% | +14.7% | -9.9% | +0.5% |
| 3Y | +49.0% | +60.8% | -11.9% | +29.4% |
| 5Y | +46.2% | +83.4% | -37.2% | +20.8% |
| 10Y | +120.9% | +473.5% | -352.7% | +31.4% |
| All | +124.0% | +1,969.7% | -1,845.7% | -11.8% |
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