+687.5%
DIA vs AMP
+1,967.6%
-1,280.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | +2.1% | +3.9% | -1.8% | +0.8% |
| 30D | +1.5% | +5.1% | -3.6% | -0.3% |
| 3M | -2.4% | -8.7% | +6.3% | +0.5% |
| 6M | +6.0% | +11.4% | -5.5% | +1.6% |
| YTD | +10.1% | +7.3% | +2.7% | +6.4% |
| 1Y | +11.8% | +14.6% | -2.7% | +5.6% |
| 3Y | +59.7% | +61.2% | -1.5% | +32.3% |
| 5Y | +57.9% | +81.0% | -23.1% | +23.4% |
| 10Y | +236.2% | +468.0% | -231.8% | +68.5% |
| All | +687.5% | +1,967.6% | -1,280.1% | +129.2% |
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