-49.5%
FLUT vs AMP
+122.1%
-171.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +0.4% | -0.5% | +1.0% | +0.8% |
| 30D | +2.5% | -1.3% | +3.8% | +3.4% |
| 3M | -9.2% | +24.2% | -33.4% | -20.1% |
| 6M | -8.2% | +24.6% | -32.8% | -19.6% |
| YTD | -53.2% | +14.8% | -68.1% | -57.1% |
| 1Y | -65.6% | +12.8% | -78.4% | -68.1% |
| 3Y | -43.6% | +69.0% | -112.5% | -58.9% |
| All | -49.5% | +122.1% | -171.6% | -69.3% |
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 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