+743.6%
FN vs AMP
+573.8%
+169.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.5% | +13.2% | +12.4% |
| 7D | 0.0% | +2.2% | -2.2% | -1.2% |
| 30D | -34.3% | +2.2% | -36.5% | -35.2% |
| 3M | -39.9% | -10.4% | -29.4% | -37.2% |
| 6M | -51.8% | +5.8% | -57.7% | -53.8% |
| YTD | -28.1% | +3.3% | -31.4% | -30.8% |
| 1Y | -29.1% | +11.1% | -40.1% | -34.0% |
| 3Y | +102.4% | +56.0% | +46.4% | +62.5% |
| 5Y | +171.7% | +76.1% | +95.6% | +103.8% |
| All | +743.6% | +573.8% | +169.7% | +331.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling