+211.3%
DD vs AMP
+2,123.7%
-1,912.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -3.5% | +0.2% | -3.7% | -3.7% |
| 30D | -10.3% | -0.1% | -10.2% | -10.3% |
| 3M | -7.5% | +23.6% | -31.1% | -17.0% |
| 6M | -8.0% | +20.4% | -28.4% | -16.4% |
| YTD | +10.5% | +15.4% | -5.0% | +1.8% |
| 1Y | +38.3% | +11.0% | +27.3% | +29.6% |
| 3Y | +42.5% | +70.5% | -28.0% | +6.9% |
| 5Y | +60.2% | +121.4% | -61.2% | +4.7% |
| 10Y | +68.9% | +575.6% | -506.7% | -39.4% |
| All | +211.3% | +2,123.7% | -1,912.5% | -38.6% |
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