-5.9%
DASH vs AMP
+193.2%
-199.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -10.2% | -1.1% | -9.2% | -9.5% |
| 30D | -8.2% | +4.4% | -12.6% | -10.8% |
| 3M | -15.9% | -7.3% | -8.6% | -11.5% |
| 6M | +13.3% | +12.9% | +0.4% | +3.6% |
| YTD | -21.3% | +7.5% | -28.8% | -26.2% |
| 1Y | -11.1% | +13.3% | -24.5% | -20.2% |
| 3Y | +103.8% | +60.8% | +43.0% | +34.6% |
| 5Y | -21.6% | +82.7% | -104.3% | -55.2% |
| All | -5.9% | +193.2% | -199.2% | -54.1% |
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