+47.7%
FND vs AMP
+420.6%
-372.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.5% |
| 7D | -5.8% | -0.5% | -5.2% | -5.4% |
| 30D | -20.2% | -1.3% | -18.9% | -19.5% |
| 3M | -12.0% | +24.2% | -36.2% | -23.4% |
| 6M | -18.5% | +24.6% | -43.1% | -29.6% |
| YTD | -22.3% | +14.8% | -37.1% | -29.8% |
| 1Y | -47.6% | +12.8% | -60.4% | -52.2% |
| 3Y | -49.8% | +69.0% | -118.7% | -65.2% |
| 5Y | -63.0% | +124.9% | -187.8% | -78.6% |
| All | +47.7% | +420.6% | -372.9% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling