+404.6%
DHI vs AMP
+589.3%
-184.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | -5.4% | -1.3% | -4.1% | -4.9% |
| 3M | -10.4% | +24.2% | -34.6% | -18.8% |
| 6M | -2.8% | +24.6% | -27.3% | -12.1% |
| YTD | -3.4% | +14.8% | -18.2% | -10.2% |
| 1Y | -22.9% | +12.8% | -35.7% | -27.8% |
| 3Y | +20.7% | +69.0% | -48.3% | -9.0% |
| 5Y | +62.1% | +124.9% | -62.7% | +5.3% |
| All | +404.6% | +589.3% | -184.7% | +118.4% |
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