+1,036.2%
FTI vs AMP
+122.1%
+914.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -4.4% | -0.5% | -3.9% | -4.1% |
| 30D | +1.5% | -1.3% | +2.8% | +2.1% |
| 3M | +8.2% | +24.2% | -16.0% | -6.1% |
| 6M | +18.8% | +24.6% | -5.7% | +2.6% |
| YTD | +71.7% | +14.8% | +56.8% | +54.5% |
| 1Y | +90.0% | +12.8% | +77.3% | +72.4% |
| 3Y | +270.5% | +69.0% | +201.5% | +147.0% |
| All | +1,036.2% | +122.1% | +914.1% | +488.6% |
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