+92.5%
FTV vs AMP
+669.8%
-577.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -0.4% | +2.6% | -3.0% | -1.6% |
| 30D | -8.3% | +0.8% | -9.2% | -8.7% |
| 3M | -7.4% | +24.3% | -31.7% | -16.8% |
| 6M | -1.2% | +20.6% | -21.8% | -10.2% |
| YTD | +2.7% | +14.6% | -11.9% | -4.5% |
| 1Y | +18.4% | +14.5% | +3.9% | +9.9% |
| 3Y | -2.0% | +67.9% | -70.0% | -25.5% |
| 5Y | +3.4% | +122.5% | -119.1% | -32.4% |
| 10Y | +78.5% | +573.3% | -494.8% | -27.2% |
| All | +92.5% | +669.8% | -577.4% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling