+69.8%
FITB vs AMP
+118.7%
-48.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -1.0% | -2.0% | +1.1% | +0.6% |
| 30D | -5.5% | -1.7% | -3.8% | -4.3% |
| 3M | +4.1% | +23.2% | -19.1% | -12.0% |
| 6M | +18.7% | +22.2% | -3.4% | +0.6% |
| YTD | +18.2% | +14.0% | +4.2% | +4.8% |
| 1Y | +23.7% | +14.0% | +9.7% | +9.5% |
| 3Y | +130.8% | +67.0% | +63.8% | +42.4% |
| 5Y | +69.8% | +123.2% | -53.4% | -19.6% |
| All | +69.8% | +118.7% | -48.9% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling