+23.7%
DBX vs AMP
+64.9%
-41.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.6% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | 0.0% | -1.0% | +1.0% | +0.4% |
| 3M | +26.1% | +23.2% | +2.9% | +17.3% |
| 6M | +29.4% | +20.4% | +9.0% | +21.1% |
| YTD | +24.4% | +13.6% | +10.8% | +18.3% |
| 1Y | +10.9% | +13.4% | -2.5% | +5.1% |
| All | +23.7% | +64.9% | -41.2% | -3.4% |
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