-63.3%
FND vs AMP
+118.7%
-182.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -5.1% | -2.0% | -3.0% | -3.8% |
| 30D | -22.5% | -1.7% | -20.9% | -21.6% |
| 3M | -5.0% | +23.2% | -28.2% | -17.9% |
| 6M | -21.5% | +22.2% | -43.7% | -32.2% |
| YTD | -23.0% | +14.0% | -37.0% | -30.9% |
| 1Y | -44.9% | +14.0% | -58.9% | -50.5% |
| 3Y | -50.0% | +67.0% | -117.0% | -67.9% |
| 5Y | -63.3% | +123.2% | -186.6% | -81.4% |
| All | -63.3% | +118.7% | -182.1% | -81.4% |
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