+651.7%
FLEX vs AMP
+476.7%
+175.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.2% | -1.1% | +3.3% | +3.4% |
| 30D | -32.6% | +4.4% | -37.0% | -34.7% |
| 3M | -35.5% | -7.3% | -28.2% | -32.7% |
| 6M | -45.6% | +12.9% | -58.5% | -50.9% |
| YTD | +30.7% | +7.5% | +23.2% | +20.3% |
| 1Y | +28.4% | +13.3% | +15.0% | +14.1% |
| 3Y | +301.7% | +60.8% | +240.8% | +181.7% |
| 5Y | +473.3% | +82.7% | +390.6% | +263.6% |
| 10Y | +651.7% | +468.7% | +183.1% | +152.3% |
| All | +651.7% | +476.7% | +175.0% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling