+962.4%
DOV vs AMP
+2,108.3%
-1,145.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +2.5% | +2.6% | -0.1% | +1.3% |
| 30D | -7.5% | +0.8% | -8.4% | -7.9% |
| 3M | -9.7% | +24.3% | -33.9% | -18.4% |
| 6M | -6.1% | +20.6% | -26.6% | -14.2% |
| YTD | +0.5% | +14.6% | -14.2% | -6.6% |
| 1Y | +10.5% | +14.5% | -4.0% | +2.6% |
| 3Y | +41.7% | +67.9% | -26.2% | +10.2% |
| 5Y | +18.4% | +122.5% | -104.1% | -19.7% |
| 10Y | +289.8% | +573.3% | -283.5% | +53.5% |
| All | +962.4% | +2,108.3% | -1,145.9% | +131.3% |
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