+2,184.4%
AMP vs DAR
+1,784.1%
+400.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +0.2% | +1.4% | -1.1% | -0.5% |
| 30D | -0.1% | +12.8% | -12.9% | -5.4% |
| 3M | +23.6% | +7.4% | +16.2% | +18.7% |
| 6M | +20.4% | +22.3% | -1.9% | +8.8% |
| YTD | +15.4% | +81.1% | -65.6% | -11.7% |
| 1Y | +11.0% | +106.5% | -95.5% | -20.8% |
| 3Y | +70.5% | +5.3% | +65.2% | +50.6% |
| 5Y | +121.4% | -11.5% | +132.9% | +102.1% |
| 10Y | +575.6% | +353.3% | +222.2% | +182.0% |
| All | +2,184.4% | +1,784.1% | +400.3% | +425.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling