-50.3%
FND vs AMP
+65.4%
-115.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -5.1% | -2.0% | -3.0% | -4.0% |
| 30D | -22.5% | -1.7% | -20.9% | -21.8% |
| 3M | -5.0% | +23.2% | -28.2% | -15.1% |
| 6M | -21.5% | +22.2% | -43.7% | -29.9% |
| YTD | -23.0% | +14.0% | -37.0% | -29.0% |
| 1Y | -44.9% | +14.0% | -58.9% | -49.2% |
| All | -50.3% | +65.4% | -115.7% | -65.3% |
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