+86.3%
FOXA vs AMP
+406.4%
-320.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | +1.1% | -1.0% | +2.2% | +1.6% |
| 3M | -6.1% | +23.2% | -29.4% | -14.2% |
| 6M | +8.2% | +20.4% | -12.2% | -0.4% |
| YTD | -11.8% | +13.6% | -25.4% | -17.1% |
| 1Y | +9.9% | +13.4% | -3.4% | +3.1% |
| 3Y | +110.7% | +66.5% | +44.2% | +65.0% |
| 5Y | +86.9% | +120.2% | -33.3% | +26.5% |
| All | +86.3% | +406.4% | -320.1% | -18.5% |
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