+383.5%
FLUT vs AMP
+1,943.9%
-1,560.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -4.0% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | +5.0% | +4.4% | +0.6% | +4.6% |
| 3M | -16.4% | -8.8% | -7.6% | -15.7% |
| 6M | -14.6% | +9.9% | -24.5% | -15.4% |
| YTD | -61.9% | +6.1% | -68.0% | -62.1% |
| 1Y | -65.0% | +10.6% | -75.6% | -65.4% |
| 3Y | -44.8% | +58.8% | -103.6% | -46.5% |
| 5Y | -49.9% | +79.0% | -128.9% | -51.9% |
| 10Y | -26.1% | +461.5% | -487.6% | -31.0% |
| All | +383.5% | +1,943.9% | -1,560.4% | +334.0% |
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