+123.2%
AMP vs DAR
-6.7%
+130.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | -2.0% | +0.9% | -3.0% | -2.3% |
| 30D | -1.7% | +6.4% | -8.1% | -3.5% |
| 3M | +23.2% | +13.2% | +10.0% | +18.5% |
| 6M | +22.2% | +26.2% | -4.0% | +13.5% |
| YTD | +14.0% | +84.4% | -70.4% | -4.9% |
| 1Y | +14.0% | +112.0% | -98.0% | -9.3% |
| 3Y | +67.0% | +13.4% | +53.6% | +57.3% |
| 5Y | +123.2% | -6.0% | +129.2% | +115.4% |
| All | +123.2% | -6.7% | +130.0% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling