+726.2%
FLEX vs AMP
+122.1%
+604.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.9% |
| 7D | +7.0% | +2.6% | +4.4% | +5.1% |
| 30D | -5.8% | +0.8% | -6.7% | -6.5% |
| 3M | -24.2% | +24.3% | -48.5% | -35.8% |
| 6M | +90.8% | +20.6% | +70.2% | +64.5% |
| YTD | +89.2% | +14.6% | +74.6% | +66.9% |
| 1Y | +104.7% | +14.5% | +90.2% | +80.5% |
| 3Y | +478.1% | +67.9% | +410.1% | +280.0% |
| 5Y | +726.2% | +122.5% | +603.7% | +319.4% |
| All | +726.2% | +122.1% | +604.1% | +319.4% |
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