+123.7%
FE vs AMP
+1,889.4%
-1,765.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | 0.0% | +2.2% | -2.2% | -0.6% |
| 30D | +5.2% | +2.2% | +3.0% | +4.6% |
| 3M | 0.0% | -10.4% | +10.4% | +2.4% |
| 6M | +5.0% | +5.8% | -0.8% | +3.3% |
| YTD | +7.9% | +3.3% | +4.6% | +6.1% |
| 1Y | +6.3% | +11.1% | -4.7% | +2.7% |
| 3Y | +46.0% | +56.0% | -10.0% | +27.8% |
| 5Y | +45.6% | +76.1% | -30.4% | +21.5% |
| 10Y | +109.3% | +590.2% | -480.9% | +19.2% |
| All | +123.7% | +1,889.4% | -1,765.7% | -11.1% |
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