+3,127.1%
DE vs AMP
+2,089.3%
+1,037.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | -3.0% | 0.0% | -3.0% | -3.1% |
| 30D | +11.1% | -1.0% | +12.2% | +11.5% |
| 3M | +17.6% | +23.2% | -5.6% | +6.6% |
| 6M | +13.6% | +20.4% | -6.8% | +3.8% |
| YTD | +46.3% | +13.6% | +32.6% | +36.2% |
| 1Y | +44.2% | +13.4% | +30.8% | +34.1% |
| 3Y | +76.6% | +66.5% | +10.1% | +35.7% |
| 5Y | +98.2% | +120.2% | -22.0% | +32.0% |
| 10Y | +863.5% | +576.5% | +287.0% | +266.8% |
| All | +3,127.1% | +2,089.3% | +1,037.8% | +535.2% |
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