+49.5%
FND vs AMP
+419.7%
-370.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.2% |
| 7D | +0.4% | +2.6% | -2.2% | -1.2% |
| 30D | -23.6% | +0.8% | -24.4% | -23.9% |
| 3M | +4.3% | +24.3% | -19.9% | -9.2% |
| 6M | -20.3% | +20.6% | -40.8% | -29.7% |
| YTD | -21.3% | +14.6% | -35.9% | -28.9% |
| 1Y | -45.4% | +14.5% | -59.9% | -50.6% |
| 3Y | -48.9% | +67.9% | -116.8% | -64.5% |
| 5Y | -61.0% | +122.5% | -183.5% | -77.3% |
| All | +49.5% | +419.7% | -370.2% | -46.5% |
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