+93.9%
FN vs AMP
+61.6%
+32.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.2% | -8.5% | -8.0% |
| 7D | +0.3% | +3.9% | -3.7% | -1.9% |
| 30D | -16.5% | +5.1% | -21.7% | -19.1% |
| 3M | -42.1% | -8.7% | -33.4% | -39.1% |
| 6M | -52.9% | +11.4% | -64.3% | -57.2% |
| YTD | -28.0% | +7.3% | -35.3% | -33.7% |
| 1Y | -18.5% | +14.6% | -33.1% | -28.9% |
| 3Y | +93.9% | +61.2% | +32.6% | +9.0% |
| All | +93.9% | +61.6% | +32.3% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling