-98.2%
DFNS vs AMP
+13.8%
-112.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.1% |
| 7D | -3.3% | -2.0% | -1.3% | -0.3% |
| 30D | -73.1% | -1.7% | -71.4% | -72.7% |
| 3M | -71.4% | +23.2% | -94.6% | -75.9% |
| 6M | -93.8% | +22.2% | -116.0% | -94.8% |
| YTD | -98.0% | +14.0% | -112.0% | -98.2% |
| 1Y | -98.2% | +14.0% | -112.2% | -98.3% |
| All | -98.2% | +13.8% | -112.0% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling