+99.6%
DE vs AMP
+122.1%
-22.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.7% |
| 7D | -2.6% | -0.5% | -2.0% | -2.3% |
| 30D | +9.0% | -1.3% | +10.4% | +9.5% |
| 3M | +19.1% | +24.2% | -5.1% | +7.4% |
| 6M | +14.4% | +24.6% | -10.2% | +2.6% |
| YTD | +45.9% | +14.8% | +31.1% | +35.0% |
| 1Y | +43.6% | +12.8% | +30.8% | +33.7% |
| 3Y | +75.9% | +69.0% | +6.9% | +28.6% |
| All | +99.6% | +122.1% | -22.5% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling