+162.8%
FTNT vs AMP
+122.1%
+40.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.2% |
| 7D | -0.1% | -0.5% | +0.4% | +0.2% |
| 30D | -3.0% | -1.3% | -1.6% | -2.3% |
| 3M | +7.6% | +24.2% | -16.6% | -5.9% |
| 6M | +87.0% | +24.6% | +62.4% | +62.2% |
| YTD | +96.5% | +14.8% | +81.7% | +77.6% |
| 1Y | +92.9% | +12.8% | +80.2% | +75.5% |
| 3Y | +139.8% | +69.0% | +70.9% | +59.0% |
| All | +162.8% | +122.1% | +40.7% | +42.2% |
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