+569.3%
AMP vs DTE
+137.8%
+431.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.6% |
| 7D | -0.5% | -2.6% | +2.0% | +1.1% |
| 30D | -1.3% | -4.4% | +3.1% | +1.4% |
| 3M | +24.2% | -8.3% | +32.5% | +30.6% |
| 6M | +24.6% | -8.1% | +32.6% | +29.9% |
| YTD | +14.8% | +4.4% | +10.4% | +9.4% |
| 1Y | +12.8% | +0.2% | +12.6% | +10.2% |
| 3Y | +69.0% | +42.6% | +26.4% | +25.5% |
| 5Y | +124.9% | +31.5% | +93.4% | +73.2% |
| All | +569.3% | +137.8% | +431.5% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling