+173.0%
FITB vs AMP
+2,108.3%
-1,935.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | +2.8% | +2.6% | +0.2% | +0.8% |
| 30D | -4.5% | +0.8% | -5.4% | -5.2% |
| 3M | +5.7% | +24.3% | -18.6% | -11.5% |
| 6M | +17.1% | +20.6% | -3.4% | +0.1% |
| YTD | +18.3% | +14.6% | +3.7% | +4.4% |
| 1Y | +23.9% | +14.5% | +9.3% | +9.1% |
| 3Y | +131.1% | +67.9% | +63.2% | +47.6% |
| 5Y | +71.1% | +122.5% | -51.4% | -12.9% |
| 10Y | +283.9% | +573.3% | -289.4% | -22.3% |
| All | +173.0% | +2,108.3% | -1,935.3% | -76.3% |
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