+1,364.5%
FFIV vs AMP
+1,943.9%
-579.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.2% |
| 7D | +1.9% | +1.2% | +0.7% | +1.4% |
| 30D | -33.3% | +4.4% | -37.7% | -34.5% |
| 3M | -24.9% | -8.8% | -16.1% | -22.3% |
| 6M | -10.5% | +9.9% | -20.5% | -14.4% |
| YTD | +24.4% | +6.1% | +18.3% | +20.2% |
| 1Y | +32.3% | +10.6% | +21.7% | +25.6% |
| 3Y | +99.7% | +58.8% | +40.9% | +63.2% |
| 5Y | +38.4% | +79.0% | -40.5% | +6.5% |
| 10Y | +125.0% | +461.5% | -336.5% | +2.2% |
| All | +1,364.5% | +1,943.9% | -579.5% | +277.7% |
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