+51.8%
FTNT vs AMP
+18.6%
+33.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | +0.9% |
| 7D | -25.7% | +7.7% | -33.4% | -25.8% |
| 30D | -29.7% | +6.6% | -36.3% | -29.8% |
| 3M | -23.1% | -4.7% | -18.4% | -22.2% |
| 6M | +45.0% | +12.9% | +32.1% | +42.9% |
| YTD | +62.9% | +8.6% | +54.3% | +60.8% |
| 1Y | +51.8% | +18.2% | +33.6% | +46.0% |
| All | +51.8% | +18.6% | +33.3% | +46.0% |
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