-84.3%
FRMI vs AMP
+16.0%
-100.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.6% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | -17.3% | -0.1% | -17.2% | -17.3% |
| 3M | -17.2% | +23.6% | -40.7% | -23.2% |
| 6M | -43.4% | +20.4% | -63.7% | -46.8% |
| YTD | -36.0% | +15.4% | -51.4% | -40.8% |
| All | -84.3% | +16.0% | -100.3% | -85.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling