+75.9%
DE vs AMP
+66.7%
+9.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.6% |
| 7D | -2.6% | -0.5% | -2.0% | -2.4% |
| 30D | +9.0% | -1.3% | +10.4% | +9.5% |
| 3M | +19.1% | +24.2% | -5.1% | +9.5% |
| 6M | +14.4% | +24.6% | -10.2% | +4.7% |
| YTD | +45.9% | +14.8% | +31.1% | +37.0% |
| 1Y | +43.6% | +12.8% | +30.8% | +35.7% |
| 3Y | +75.9% | +69.0% | +6.9% | +31.3% |
| All | +75.9% | +66.7% | +9.2% | +31.3% |
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