-99.9%
DFNS vs AMP
+290.3%
-390.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.6% |
| 7D | -3.3% | -2.0% | -1.3% | -3.7% |
| 30D | -73.1% | -1.7% | -71.4% | -73.1% |
| 3M | -71.4% | +23.2% | -94.6% | -69.7% |
| 6M | -93.8% | +22.2% | -116.0% | -93.5% |
| YTD | -98.0% | +14.0% | -112.0% | -98.0% |
| 1Y | -98.2% | +14.0% | -112.2% | -98.1% |
| 3Y | -99.9% | +67.0% | -166.9% | -99.9% |
| 5Y | -99.9% | +123.2% | -223.1% | -99.9% |
| All | -99.9% | +290.3% | -390.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling