+351.3%
FERG vs AMP
+589.3%
-238.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -2.6% | -0.5% | -2.0% | -2.5% |
| 30D | -8.9% | -1.3% | -7.6% | -8.7% |
| 3M | -2.0% | +24.2% | -26.2% | -6.3% |
| 6M | -3.2% | +24.6% | -27.8% | -7.5% |
| YTD | +1.5% | +14.8% | -13.3% | -1.5% |
| 1Y | +0.5% | +12.8% | -12.3% | -2.2% |
| 3Y | +50.4% | +69.0% | -18.6% | +36.9% |
| 5Y | +68.7% | +124.9% | -56.2% | +48.5% |
| All | +351.3% | +589.3% | -238.0% | +264.9% |
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