+23.1%
DBX vs AMP
+329.8%
-306.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.8% | -2.0% | +0.2% | -1.0% |
| 30D | +2.8% | -1.7% | +4.5% | +3.6% |
| 3M | +26.8% | +23.2% | +3.5% | +16.6% |
| 6M | +32.8% | +22.2% | +10.6% | +22.2% |
| YTD | +26.1% | +14.0% | +12.1% | +18.7% |
| 1Y | +14.1% | +14.0% | +0.1% | +7.0% |
| 3Y | +25.7% | +67.0% | -41.3% | -0.6% |
| 5Y | +11.2% | +123.2% | -112.1% | -22.7% |
| All | +23.1% | +329.8% | -306.7% | -42.1% |
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