-4.5%
DASH vs AMP
+192.2%
-196.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -1.9% |
| 7D | -4.8% | +3.1% | -7.9% | -6.6% |
| 30D | -7.9% | +3.9% | -11.8% | -10.2% |
| 3M | -16.3% | -5.8% | -10.5% | -12.9% |
| 6M | +10.4% | +12.1% | -1.7% | +1.4% |
| YTD | -20.1% | +7.1% | -27.2% | -24.9% |
| 1Y | -11.4% | +14.2% | -25.6% | -20.9% |
| 3Y | +114.1% | +62.5% | +51.6% | +40.2% |
| 5Y | -5.8% | +82.6% | -88.4% | -46.1% |
| All | -4.5% | +192.2% | -196.7% | -53.3% |
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