+58.3%
DLR vs AMP
+64.9%
-6.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -1.2% | -1.0% | -0.1% | -0.9% |
| 3M | +2.9% | +23.2% | -20.3% | -2.8% |
| 6M | +6.7% | +20.4% | -13.7% | +1.2% |
| YTD | +23.9% | +13.6% | +10.2% | +18.9% |
| 1Y | +18.6% | +13.4% | +5.3% | +13.8% |
| All | +58.3% | +64.9% | -6.6% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling