+660.1%
FLEX vs AMP
+1,967.6%
-1,307.5%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.7% |
| 7D | +7.5% | +3.9% | +3.5% | +5.2% |
| 30D | -25.3% | +5.1% | -30.4% | -27.6% |
| 3M | -39.7% | -8.7% | -31.0% | -36.9% |
| 6M | -47.9% | +11.4% | -59.3% | -51.9% |
| YTD | +24.1% | +7.3% | +16.8% | +15.8% |
| 1Y | +26.0% | +14.6% | +11.4% | +13.3% |
| 3Y | +282.7% | +61.2% | +221.5% | +184.0% |
| 5Y | +424.2% | +81.0% | +343.2% | +262.0% |
| 10Y | +613.8% | +468.0% | +145.8% | +151.1% |
| All | +660.1% | +1,967.6% | -1,307.5% | +2.9% |
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