+1,700.2%
FFIV vs AMP
+2,123.7%
-423.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -5.1% | -0.1% | -5.0% | -5.1% |
| 3M | -4.5% | +23.6% | -28.0% | -12.5% |
| 6M | +36.5% | +20.4% | +16.1% | +26.0% |
| YTD | +53.0% | +15.4% | +37.5% | +43.3% |
| 1Y | +24.2% | +11.0% | +13.3% | +18.1% |
| 3Y | +137.2% | +70.5% | +66.7% | +88.7% |
| 5Y | +91.8% | +121.4% | -29.6% | +36.1% |
| 10Y | +215.2% | +575.6% | -360.4% | +32.6% |
| All | +1,700.2% | +2,123.7% | -423.5% | +350.3% |
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 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