-39.3%
FICO vs AMP
+14.8%
-54.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -15.4% | +2.6% | -18.0% | -16.2% |
| 30D | -10.4% | +0.8% | -11.2% | -10.6% |
| 3M | -22.7% | +24.3% | -47.0% | -28.9% |
| 6M | -36.8% | +20.6% | -57.3% | -41.4% |
| YTD | -44.8% | +14.6% | -59.4% | -48.1% |
| 1Y | -39.3% | +14.5% | -53.9% | -39.7% |
| All | -39.3% | +14.8% | -54.1% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling