-75.0%
FRSH vs AMP
+133.2%
-208.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.4% |
| 7D | -6.6% | -0.5% | -6.1% | -6.2% |
| 30D | +2.1% | -1.3% | +3.4% | +3.2% |
| 3M | +29.0% | +24.2% | +4.8% | +8.2% |
| 6M | +48.6% | +24.6% | +24.1% | +23.5% |
| YTD | -2.9% | +14.8% | -17.8% | -14.1% |
| 1Y | -7.9% | +12.8% | -20.7% | -17.5% |
| 3Y | -46.5% | +69.0% | -115.5% | -68.4% |
| All | -75.0% | +133.2% | -208.2% | -88.4% |
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