+384.8%
DHI vs AMP
+2,112.0%
-1,727.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -3.4% | -0.5% | -2.9% | -3.1% |
| 30D | -5.4% | -1.3% | -4.1% | -4.7% |
| 3M | -10.4% | +24.2% | -34.6% | -20.9% |
| 6M | -2.8% | +24.6% | -27.3% | -14.5% |
| YTD | -3.4% | +14.8% | -18.2% | -12.0% |
| 1Y | -22.9% | +12.8% | -35.7% | -29.2% |
| 3Y | +20.7% | +69.0% | -48.3% | -14.8% |
| 5Y | +62.1% | +124.9% | -62.7% | -5.1% |
| 10Y | +410.4% | +583.5% | -173.1% | +35.3% |
| All | +384.8% | +2,112.0% | -1,727.3% | -44.0% |
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