+4.1%
DASH vs AMP
+210.1%
-206.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | -12.8% | 0.0% | -12.8% | -12.8% |
| 30D | -6.0% | -1.0% | -5.0% | -5.4% |
| 3M | +26.7% | +23.2% | +3.5% | +9.2% |
| 6M | +11.7% | +20.4% | -8.7% | -2.6% |
| YTD | -12.9% | +13.6% | -26.6% | -21.3% |
| 1Y | -23.1% | +13.4% | -36.5% | -30.7% |
| 3Y | +140.0% | +66.5% | +73.6% | +55.5% |
| 5Y | -5.1% | +120.2% | -125.3% | -50.4% |
| All | +4.1% | +210.1% | -206.0% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling