-26.5%
FIS vs AMP
+64.9%
-91.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -3.1% |
| 7D | -9.1% | 0.0% | -9.1% | -9.1% |
| 30D | -10.4% | -1.0% | -9.4% | -10.0% |
| 3M | -3.7% | +23.2% | -26.9% | -11.3% |
| 6M | -24.8% | +20.4% | -45.2% | -30.3% |
| YTD | -41.6% | +13.6% | -55.2% | -44.7% |
| 1Y | -42.7% | +13.4% | -56.1% | -45.9% |
| All | -26.5% | +64.9% | -91.4% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling