+1,010.2%
FLEX vs AMP
+2,123.7%
-1,113.6%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -10.1% | -0.1% | -10.1% | -10.2% |
| 3M | -31.3% | +23.6% | -54.9% | -39.9% |
| 6M | +71.3% | +20.4% | +50.9% | +51.9% |
| YTD | +81.2% | +15.4% | +65.8% | +63.2% |
| 1Y | +98.5% | +11.0% | +87.5% | +82.7% |
| 3Y | +428.2% | +70.5% | +357.8% | +281.9% |
| 5Y | +657.3% | +121.4% | +535.9% | +369.0% |
| 10Y | +995.9% | +575.6% | +420.3% | +248.6% |
| All | +1,010.2% | +2,123.7% | -1,113.6% | +45.0% |
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