+3,689.8%
FN vs AMP
+1,958.8%
+1,730.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.6% |
| 7D | -1.7% | +0.2% | -1.9% | -1.9% |
| 30D | -22.0% | -0.1% | -21.9% | -22.1% |
| 3M | -43.0% | +23.6% | -66.6% | -49.5% |
| 6M | -27.7% | +20.4% | -48.1% | -35.2% |
| YTD | -10.5% | +15.4% | -26.0% | -18.5% |
| 1Y | +12.5% | +11.0% | +1.5% | +4.5% |
| 3Y | +153.8% | +70.5% | +83.3% | +89.5% |
| 5Y | +288.0% | +121.4% | +166.6% | +149.5% |
| 10Y | +906.4% | +575.6% | +330.8% | +211.6% |
| All | +3,689.8% | +1,958.8% | +1,730.9% | +488.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling