+1,045.4%
DOV vs AMP
+1,967.6%
-922.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.3% |
| 7D | +3.0% | +3.9% | -0.9% | +1.2% |
| 30D | +8.6% | +5.1% | +3.5% | +6.1% |
| 3M | +1.9% | -8.7% | +10.5% | +5.8% |
| 6M | -1.7% | +11.4% | -13.1% | -7.0% |
| YTD | +8.3% | +7.3% | +1.0% | +3.5% |
| 1Y | +16.6% | +14.6% | +2.0% | +8.0% |
| 3Y | +65.1% | +61.2% | +3.9% | +30.6% |
| 5Y | +29.2% | +81.0% | -51.9% | -4.1% |
| 10Y | +329.7% | +468.0% | -138.3% | +82.5% |
| All | +1,045.4% | +1,967.6% | -922.2% | +156.3% |
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 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