+100.3%
FFIV vs AMP
+59.7%
+40.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.2% |
| 7D | +1.9% | +1.2% | +0.7% | +1.3% |
| 30D | -33.3% | +4.4% | -37.7% | -34.7% |
| 3M | -24.9% | -8.8% | -16.1% | -21.8% |
| 6M | -10.5% | +9.9% | -20.5% | -15.2% |
| YTD | +24.4% | +6.1% | +18.3% | +19.0% |
| 1Y | +32.3% | +10.6% | +21.7% | +23.5% |
| All | +100.3% | +59.7% | +40.5% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling