-75.0%
FRSH vs AMP
+131.5%
-206.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -11.2% | -2.0% | -9.1% | -9.6% |
| 30D | -0.8% | -1.7% | +0.8% | +0.5% |
| 3M | +26.4% | +23.2% | +3.2% | +6.7% |
| 6M | +48.4% | +22.2% | +26.2% | +25.3% |
| YTD | -3.1% | +14.0% | -17.1% | -13.8% |
| 1Y | -8.7% | +14.0% | -22.7% | -19.0% |
| 3Y | -45.8% | +67.0% | -112.8% | -67.7% |
| All | -75.0% | +131.5% | -206.5% | -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 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