+22.3%
DBX vs AMP
+335.2%
-312.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -2.4% | +0.2% | -2.7% | -2.5% |
| 30D | -0.5% | -0.1% | -0.4% | -0.4% |
| 3M | +28.1% | +23.6% | +4.5% | +17.6% |
| 6M | +33.1% | +20.4% | +12.7% | +23.2% |
| YTD | +25.3% | +15.4% | +9.9% | +17.3% |
| 1Y | +18.3% | +11.0% | +7.4% | +12.1% |
| 3Y | +25.0% | +70.5% | -45.4% | -2.0% |
| 5Y | +7.5% | +121.4% | -113.9% | -25.0% |
| All | +22.3% | +335.2% | -312.9% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling