+671.4%
FLEX vs AMP
+1,969.7%
-1,298.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -13.6% | +3.3% | -17.0% | -15.3% |
| 30D | -36.5% | +4.2% | -40.7% | -38.2% |
| 3M | -36.4% | -6.4% | -30.0% | -34.4% |
| 6M | -46.5% | +12.4% | -58.9% | -50.9% |
| YTD | +25.9% | +7.4% | +18.5% | +17.5% |
| 1Y | +19.6% | +14.7% | +4.9% | +7.5% |
| 3Y | +287.0% | +60.8% | +226.2% | +187.7% |
| 5Y | +466.6% | +83.4% | +383.2% | +288.6% |
| 10Y | +626.9% | +473.5% | +153.4% | +154.5% |
| All | +671.4% | +1,969.7% | -1,298.3% | +4.4% |
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 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