-49.9%
FLUT vs AMP
+80.5%
-130.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.4% |
| 7D | -1.2% | +1.2% | -2.4% | -1.9% |
| 30D | +5.0% | +4.4% | +0.6% | +2.1% |
| 3M | -16.4% | -8.8% | -7.6% | -12.2% |
| 6M | -14.6% | +9.9% | -24.5% | -20.0% |
| YTD | -61.9% | +6.1% | -68.0% | -63.6% |
| 1Y | -65.0% | +10.6% | -75.6% | -67.4% |
| 3Y | -44.8% | +58.8% | -103.6% | -58.8% |
| 5Y | -49.9% | +79.0% | -128.9% | -66.8% |
| All | -49.9% | +80.5% | -130.4% | -66.8% |
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