-38.8%
FIS vs AMP
+61.6%
-100.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.8% |
| 7D | +2.8% | +3.9% | -1.1% | +1.5% |
| 30D | -16.7% | +5.1% | -21.8% | -18.6% |
| 3M | -32.3% | -8.7% | -23.6% | -30.2% |
| 6M | -29.1% | +11.4% | -40.5% | -32.2% |
| YTD | -54.1% | +7.3% | -61.5% | -55.7% |
| 1Y | -53.7% | +14.6% | -68.3% | -56.4% |
| 3Y | -38.8% | +61.2% | -100.1% | -51.7% |
| All | -38.8% | +61.6% | -100.4% | -51.7% |
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