+20.2%
FTV vs AMP
+11.4%
+8.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | -7.3% | +23.6% | -30.8% | -15.1% |
| 6M | -1.6% | +20.4% | -22.0% | -9.2% |
| YTD | +3.3% | +15.4% | -12.1% | -2.7% |
| 1Y | +20.2% | +11.0% | +9.2% | +13.7% |
| All | +20.2% | +11.4% | +8.8% | +13.7% |
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