+12.9%
FHN vs AMP
+1,967.6%
-1,954.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | -0.3% |
| 7D | +2.1% | +3.9% | -1.8% | -0.6% |
| 30D | +3.8% | +5.1% | -1.3% | 0.0% |
| 3M | -8.9% | -8.7% | -0.3% | -3.4% |
| 6M | +1.8% | +11.4% | -9.6% | -6.6% |
| YTD | +0.6% | +7.3% | -6.7% | -6.0% |
| 1Y | +12.9% | +14.6% | -1.6% | +0.8% |
| 3Y | +126.4% | +61.2% | +65.1% | +59.8% |
| 5Y | +62.3% | +81.0% | -18.7% | +1.1% |
| 10Y | +84.0% | +468.0% | -384.0% | -49.8% |
| All | +12.9% | +1,967.6% | -1,954.7% | -86.5% |
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 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