+1,622.6%
FICO vs AMP
+1,889.4%
-266.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | -0.9% | +2.2% | -3.1% | -2.1% |
| 30D | +3.3% | +2.2% | +1.1% | +2.0% |
| 3M | -31.7% | -10.4% | -21.3% | -28.3% |
| 6M | -34.0% | +5.8% | -39.8% | -36.2% |
| YTD | -58.3% | +3.3% | -61.6% | -59.4% |
| 1Y | -57.9% | +11.1% | -69.0% | -60.5% |
| 3Y | -24.1% | +56.0% | -80.1% | -39.9% |
| 5Y | +85.3% | +76.1% | +9.2% | +36.1% |
| 10Y | +520.3% | +590.2% | -69.9% | +125.2% |
| All | +1,622.6% | +1,889.4% | -266.8% | +232.8% |
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