+490.5%
FLUT vs AMP
+2,123.7%
-1,633.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.6% | +0.2% | -1.9% | -1.7% |
| 30D | +7.7% | -0.1% | +7.8% | +7.8% |
| 3M | -0.7% | +23.6% | -24.3% | -2.6% |
| 6M | -11.2% | +20.4% | -31.5% | -12.7% |
| YTD | -53.4% | +15.4% | -68.9% | -54.1% |
| 1Y | -65.8% | +11.0% | -76.7% | -66.1% |
| 3Y | -44.9% | +70.5% | -115.4% | -47.0% |
| 5Y | -49.7% | +121.4% | -171.1% | -52.2% |
| 10Y | -9.7% | +575.6% | -585.3% | -16.7% |
| All | +490.5% | +2,123.7% | -1,633.3% | +426.3% |
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 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