+99.1%
FFIV vs AMP
+120.7%
-21.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.7% | +4.3% |
| 7D | +3.5% | 0.0% | +3.5% | +3.4% |
| 30D | -1.3% | -1.0% | -0.3% | -0.9% |
| 3M | +2.4% | +23.2% | -20.9% | -8.6% |
| 6M | +41.8% | +20.4% | +21.4% | +27.8% |
| YTD | +58.5% | +13.6% | +44.9% | +46.5% |
| 1Y | +24.3% | +13.4% | +11.0% | +15.0% |
| 3Y | +152.0% | +66.5% | +85.5% | +85.9% |
| 5Y | +99.1% | +120.2% | -21.1% | +22.3% |
| All | +99.1% | +120.7% | -21.5% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling