+3.1%
FERG vs AMP
+18.6%
-15.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.8% | +1.2% |
| 7D | +7.7% | +7.7% | 0.0% | +5.2% |
| 30D | +11.5% | +6.6% | +4.9% | +9.2% |
| 3M | -2.4% | -4.7% | +2.4% | -1.2% |
| 6M | -4.0% | +12.9% | -16.9% | -8.1% |
| YTD | +13.4% | +8.6% | +4.7% | +7.0% |
| 1Y | +3.1% | +18.2% | -15.2% | -9.3% |
| All | +3.1% | +18.6% | -15.5% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling