+2,062.8%
DLR vs AMP
+1,967.6%
+95.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.4% |
| 7D | +3.3% | +3.9% | -0.6% | +1.8% |
| 30D | +4.6% | +5.1% | -0.5% | +2.5% |
| 3M | -8.3% | -8.7% | +0.4% | -5.2% |
| 6M | -5.6% | +11.4% | -17.1% | -10.2% |
| YTD | +18.7% | +7.3% | +11.4% | +13.8% |
| 1Y | +17.1% | +14.6% | +2.5% | +9.2% |
| 3Y | +54.4% | +61.2% | -6.9% | +22.9% |
| 5Y | +36.5% | +81.0% | -44.6% | +1.3% |
| 10Y | +187.7% | +468.0% | -280.3% | +14.0% |
| All | +2,062.8% | +1,967.6% | +95.2% | +262.1% |
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