+131.7%
FHN vs AMP
+64.9%
+66.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.6% | -1.0% | -1.6% | -1.9% |
| 3M | 0.0% | +23.2% | -23.2% | -15.5% |
| 6M | +9.2% | +20.4% | -11.2% | -6.5% |
| YTD | +4.3% | +13.6% | -9.3% | -7.2% |
| 1Y | +10.8% | +13.4% | -2.6% | -1.5% |
| All | +131.7% | +64.9% | +66.8% | +41.0% |
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