+556.0%
DG vs AMP
+1,944.2%
-1,388.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -2.5% | +2.6% | -5.0% | -2.9% |
| 30D | +1.0% | +0.8% | +0.2% | +0.8% |
| 3M | +20.3% | +24.3% | -3.9% | +15.3% |
| 6M | -11.7% | +20.6% | -32.3% | -15.0% |
| YTD | -2.3% | +14.6% | -17.0% | -5.3% |
| 1Y | +20.0% | +14.5% | +5.5% | +16.3% |
| 3Y | +7.2% | +67.9% | -60.7% | -6.1% |
| 5Y | -37.9% | +122.5% | -160.4% | -49.6% |
| 10Y | +107.3% | +573.3% | -466.0% | +24.0% |
| All | +556.0% | +1,944.2% | -1,388.2% | +211.1% |
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