+1,335.0%
FERG vs AMP
+1,878.4%
-543.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +3.4% | +2.6% | +0.8% | +3.0% |
| 30D | -11.5% | +0.8% | -12.4% | -11.6% |
| 3M | +1.3% | +24.3% | -23.0% | -1.9% |
| 6M | -1.0% | +20.6% | -21.5% | -3.7% |
| YTD | +3.2% | +14.6% | -11.4% | +1.0% |
| 1Y | -3.0% | +14.5% | -17.5% | -5.1% |
| 3Y | +55.0% | +67.9% | -12.9% | +45.0% |
| 5Y | +72.6% | +122.5% | -49.9% | +57.5% |
| 10Y | +358.9% | +573.3% | -214.4% | +302.0% |
| All | +1,335.0% | +1,878.4% | -543.3% | +1,162.2% |
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