+92.2%
DASH vs AMP
+59.7%
+32.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.5% |
| 7D | -4.1% | +1.2% | -5.2% | -4.7% |
| 30D | -10.6% | +4.4% | -15.1% | -12.5% |
| 3M | -18.8% | -8.8% | -10.0% | -14.7% |
| 6M | +11.2% | +9.9% | +1.3% | +5.7% |
| YTD | -23.8% | +6.1% | -29.9% | -26.7% |
| 1Y | -12.2% | +10.6% | -22.7% | -17.7% |
| All | +92.2% | +59.7% | +32.5% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling