+591.6%
DG vs AMP
+1,813.9%
-1,222.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +0.3% | +3.9% | -3.6% | -0.5% |
| 30D | +3.2% | +5.1% | -1.9% | +2.3% |
| 3M | +10.4% | -8.7% | +19.1% | +12.4% |
| 6M | +33.2% | +11.4% | +21.7% | +30.3% |
| YTD | +3.0% | +7.3% | -4.4% | +1.1% |
| 1Y | +31.2% | +14.6% | +16.7% | +27.2% |
| 3Y | +21.8% | +61.2% | -39.4% | +7.5% |
| 5Y | -35.0% | +81.0% | -116.0% | -44.9% |
| 10Y | +106.0% | +468.0% | -362.0% | +27.9% |
| All | +591.6% | +1,813.9% | -1,222.3% | +232.2% |
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