-25.4%
FN vs AMP
+14.4%
-39.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.8% |
| 7D | -4.1% | +3.3% | -7.4% | -4.4% |
| 30D | -28.3% | +4.2% | -32.6% | -28.6% |
| 3M | -33.9% | -6.4% | -27.5% | -32.9% |
| 6M | -43.9% | +12.4% | -56.3% | -46.6% |
| YTD | -23.4% | +7.4% | -30.9% | -27.2% |
| 1Y | -25.4% | +14.7% | -40.1% | -33.1% |
| All | -25.4% | +14.4% | -39.8% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling