+191.8%
FN vs AMP
+80.5%
+111.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.4% |
| 7D | +20.8% | +1.2% | +19.6% | +20.0% |
| 30D | -17.3% | +4.4% | -21.7% | -19.6% |
| 3M | -38.1% | -8.8% | -29.3% | -35.0% |
| 6M | -44.2% | +9.9% | -54.2% | -48.6% |
| YTD | -22.3% | +6.1% | -28.4% | -27.4% |
| 1Y | -20.9% | +10.6% | -31.5% | -28.1% |
| 3Y | +111.1% | +58.8% | +52.3% | +52.3% |
| 5Y | +191.8% | +79.0% | +112.9% | +85.9% |
| All | +191.8% | +80.5% | +111.4% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling