+263.8%
DD vs AMP
+1,967.6%
-1,703.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.2% |
| 7D | +5.0% | +3.9% | +1.0% | +3.0% |
| 30D | +19.7% | +5.1% | +14.6% | +16.6% |
| 3M | +7.2% | -8.7% | +15.9% | +11.7% |
| 6M | +1.0% | +11.4% | -10.4% | -4.8% |
| YTD | +29.1% | +7.3% | +21.8% | +22.9% |
| 1Y | +28.5% | +14.6% | +13.9% | +18.3% |
| 3Y | +89.4% | +61.2% | +28.2% | +45.9% |
| 5Y | +67.1% | +81.0% | -13.9% | +20.2% |
| 10Y | +97.5% | +468.0% | -370.5% | -22.6% |
| All | +263.8% | +1,967.6% | -1,703.8% | -25.9% |
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