+102.4%
FN vs AMP
+54.6%
+47.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.5% | +13.2% | +12.6% |
| 7D | 0.0% | +2.2% | -2.2% | -1.4% |
| 30D | -34.3% | +2.2% | -36.5% | -35.4% |
| 3M | -39.9% | -10.4% | -29.4% | -36.2% |
| 6M | -51.8% | +5.8% | -57.7% | -54.8% |
| YTD | -28.1% | +3.3% | -31.4% | -32.4% |
| 1Y | -29.1% | +11.1% | -40.1% | -37.0% |
| 3Y | +102.4% | +56.0% | +46.4% | +21.7% |
| All | +102.4% | +54.6% | +47.8% | +21.7% |
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