+44.3%
DLR vs AMP
+118.1%
-73.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.1% |
| 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% | -4.0% |
| 6M | +6.7% | +20.4% | -13.7% | 0.0% |
| YTD | +23.9% | +13.6% | +10.2% | +17.8% |
| 1Y | +18.6% | +13.4% | +5.3% | +12.7% |
| 3Y | +59.7% | +66.5% | -6.8% | +28.0% |
| All | +44.3% | +118.1% | -73.7% | +6.4% |
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 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