+76.5%
FTV vs AMP
+589.3%
-512.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -4.0% | -0.5% | -3.4% | -3.7% |
| 30D | -11.0% | -1.3% | -9.7% | -10.5% |
| 3M | -8.4% | +24.2% | -32.6% | -17.7% |
| 6M | -2.6% | +24.6% | -27.1% | -12.8% |
| YTD | -0.6% | +14.8% | -15.4% | -7.6% |
| 1Y | +11.0% | +12.8% | -1.8% | +3.7% |
| 3Y | -6.3% | +69.0% | -75.3% | -28.9% |
| 5Y | -1.5% | +124.9% | -126.4% | -35.9% |
| All | +76.5% | +589.3% | -512.8% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling