+39.8%
FTV vs AMP
+61.6%
-21.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | +3.9% | +3.9% | 0.0% | +1.9% |
| 30D | +18.7% | +5.1% | +13.5% | +15.7% |
| 3M | +10.0% | -8.7% | +18.7% | +14.8% |
| 6M | +14.6% | +11.4% | +3.1% | +8.0% |
| YTD | +23.4% | +7.3% | +16.1% | +18.1% |
| 1Y | +31.3% | +14.6% | +16.7% | +21.4% |
| 3Y | +39.8% | +61.2% | -21.4% | +5.5% |
| All | +39.8% | +61.6% | -21.8% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling