+17.5%
FHN vs AMP
+2,108.3%
-2,090.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | +2.7% | +2.6% | +0.1% | +0.8% |
| 30D | -3.1% | +0.8% | -4.0% | -3.7% |
| 3M | +2.3% | +24.3% | -21.9% | -12.6% |
| 6M | +9.7% | +20.6% | -10.8% | -4.6% |
| YTD | +4.7% | +14.6% | -9.9% | -6.2% |
| 1Y | +13.8% | +14.5% | -0.8% | +1.9% |
| 3Y | +131.6% | +67.9% | +63.6% | +59.4% |
| 5Y | +91.1% | +122.5% | -31.4% | +3.2% |
| 10Y | +126.6% | +573.3% | -446.6% | -45.1% |
| All | +17.5% | +2,108.3% | -2,090.8% | -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