+64.8%
DIA vs AMP
+118.1%
-53.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -2.7% | -1.0% | -1.7% | -2.3% |
| 3M | +3.3% | +23.2% | -20.0% | -5.2% |
| 6M | +10.4% | +20.4% | -10.0% | +2.0% |
| YTD | +10.0% | +13.6% | -3.7% | +3.6% |
| 1Y | +16.2% | +13.4% | +2.8% | +9.3% |
| 3Y | +58.7% | +66.5% | -7.8% | +24.7% |
| All | +64.8% | +118.1% | -53.3% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling