+794.1%
FN vs AMP
+503.1%
+291.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.9% |
| 7D | -4.1% | +3.3% | -7.4% | -5.5% |
| 30D | -28.3% | +4.2% | -32.6% | -29.9% |
| 3M | -33.9% | -6.4% | -27.5% | -32.1% |
| 6M | -43.9% | +12.4% | -56.3% | -47.9% |
| YTD | -23.4% | +7.4% | -30.9% | -27.7% |
| 1Y | -25.4% | +14.7% | -40.1% | -31.7% |
| 3Y | +107.9% | +60.8% | +47.1% | +63.5% |
| 5Y | +195.1% | +83.4% | +111.7% | +115.2% |
| 10Y | +794.1% | +473.5% | +320.6% | +283.4% |
| All | +794.1% | +503.1% | +291.0% | +283.4% |
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