+92.4%
FOXA vs AMP
+411.7%
-319.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +0.9% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +5.0% | -1.3% | +6.4% | +5.7% |
| 3M | -3.0% | +24.2% | -27.2% | -11.6% |
| 6M | +14.8% | +24.6% | -9.8% | +4.1% |
| YTD | -8.9% | +14.8% | -23.7% | -14.8% |
| 1Y | +13.3% | +12.8% | +0.5% | +6.5% |
| 3Y | +115.4% | +69.0% | +46.4% | +67.6% |
| 5Y | +95.3% | +124.9% | -29.6% | +30.9% |
| All | +92.4% | +411.7% | -319.3% | -16.2% |
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