-40.7%
FIS vs AMP
+584.2%
-624.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -8.9% | -2.0% | -6.8% | -8.0% |
| 30D | -9.9% | -1.7% | -8.2% | -9.2% |
| 3M | 0.0% | +23.2% | -23.2% | -8.8% |
| 6M | -22.9% | +22.2% | -45.1% | -29.6% |
| YTD | -40.9% | +14.0% | -54.9% | -44.5% |
| 1Y | -40.4% | +14.0% | -54.4% | -44.2% |
| 3Y | -25.4% | +67.0% | -92.3% | -42.3% |
| 5Y | -64.8% | +123.2% | -188.0% | -76.4% |
| All | -40.7% | +584.2% | -624.9% | -73.3% |
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 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