+334.3%
FISV vs AMP
+2,089.3%
-1,755.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -4.0% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -6.8% | -1.0% | -5.8% | -6.4% |
| 3M | -10.0% | +23.2% | -33.2% | -17.0% |
| 6M | -20.6% | +20.4% | -41.0% | -26.3% |
| YTD | -27.6% | +13.6% | -41.2% | -31.4% |
| 1Y | -64.3% | +13.4% | -77.7% | -66.1% |
| 3Y | -60.0% | +66.5% | -126.5% | -67.5% |
| 5Y | -57.7% | +120.2% | -177.9% | -69.5% |
| 10Y | -3.0% | +576.5% | -579.5% | -57.1% |
| All | +334.3% | +2,089.3% | -1,755.0% | +9.2% |
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