+131.3%
FTV vs AMP
+620.8%
-489.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | +3.9% | +3.9% | 0.0% | +2.0% |
| 30D | +18.7% | +5.1% | +13.5% | +15.8% |
| 3M | +10.0% | -8.7% | +18.7% | +14.7% |
| 6M | +14.6% | +11.4% | +3.1% | +8.1% |
| YTD | +23.4% | +7.3% | +16.1% | +18.2% |
| 1Y | +31.3% | +14.6% | +16.7% | +21.8% |
| 3Y | +39.8% | +61.2% | -21.4% | +8.3% |
| 5Y | +17.7% | +81.0% | -63.4% | -15.3% |
| 10Y | +110.2% | +468.0% | -357.8% | -11.4% |
| All | +131.3% | +620.8% | -489.5% | -11.9% |
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