+131.2%
FITB vs AMP
+66.7%
+64.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -0.3% | -0.5% | +0.3% | +0.1% |
| 30D | -5.7% | -1.3% | -4.4% | -4.9% |
| 3M | +3.2% | +24.2% | -21.0% | -11.1% |
| 6M | +23.4% | +24.6% | -1.2% | +5.7% |
| YTD | +18.8% | +14.8% | +4.0% | +6.7% |
| 1Y | +25.0% | +12.8% | +12.2% | +13.7% |
| 3Y | +131.2% | +69.0% | +62.2% | +36.2% |
| All | +131.2% | +66.7% | +64.5% | +36.2% |
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 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