-79.9%
FIG vs AMP
+9.4%
-89.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.4% |
| 7D | -3.8% | -0.5% | -3.3% | -3.5% |
| 30D | -2.3% | -1.3% | -1.0% | -1.6% |
| 3M | +20.0% | +24.2% | -4.2% | +7.6% |
| 6M | -16.7% | +24.6% | -41.2% | -25.4% |
| YTD | -37.9% | +14.8% | -52.7% | -44.4% |
| 1Y | -58.5% | +12.8% | -71.3% | -63.4% |
| All | -79.9% | +9.4% | -89.3% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling