+61.7%
FHN vs AMP
+80.8%
-19.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | -0.2% |
| 7D | +2.1% | +3.9% | -1.8% | -0.3% |
| 30D | +3.8% | +5.1% | -1.3% | +0.5% |
| 3M | -8.9% | -8.7% | -0.3% | -4.0% |
| 6M | +1.8% | +11.4% | -9.6% | -5.6% |
| YTD | +0.6% | +7.3% | -6.7% | -5.2% |
| 1Y | +12.9% | +14.6% | -1.6% | +2.2% |
| 3Y | +126.4% | +61.2% | +65.1% | +74.7% |
| All | +61.7% | +80.8% | -19.1% | +20.5% |
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