+2,179.4%
FICO vs AMP
+2,123.7%
+55.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.8% | -15.9% | -16.3% |
| 7D | -19.2% | +0.2% | -19.4% | -19.2% |
| 30D | -14.6% | -0.1% | -14.5% | -14.5% |
| 3M | -20.1% | +23.6% | -43.7% | -27.8% |
| 6M | -36.3% | +20.4% | -56.7% | -41.9% |
| YTD | -44.9% | +15.4% | -60.3% | -48.9% |
| 1Y | -38.6% | +11.0% | -49.6% | -42.2% |
| 3Y | +4.0% | +70.5% | -66.5% | -20.8% |
| 5Y | +99.5% | +121.4% | -21.9% | +31.9% |
| 10Y | +604.7% | +575.6% | +29.1% | +157.9% |
| All | +2,179.4% | +2,123.7% | +55.6% | +319.3% |
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