+105.8%
DAL vs AMP
+121.7%
-15.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.4% |
| 7D | +0.1% | +0.2% | -0.1% | -0.1% |
| 30D | -13.9% | -0.1% | -13.8% | -13.9% |
| 3M | +1.1% | +23.6% | -22.5% | -15.2% |
| 6M | +26.2% | +20.4% | +5.9% | +7.5% |
| YTD | +16.4% | +15.4% | +1.0% | +2.1% |
| 1Y | +33.9% | +11.0% | +22.9% | +21.0% |
| 3Y | +93.4% | +70.5% | +22.9% | +23.5% |
| All | +105.8% | +121.7% | -15.9% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling