+121.1%
DPZ vs AMP
+585.0%
-463.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.8% |
| 7D | +3.7% | +3.1% | +0.5% | +3.0% |
| 30D | +8.0% | +3.9% | +4.1% | +7.2% |
| 3M | -4.2% | -5.8% | +1.6% | -3.1% |
| 6M | +4.6% | +12.1% | -7.5% | +2.3% |
| YTD | -18.4% | +7.1% | -25.5% | -19.8% |
| 1Y | -16.8% | +14.2% | -31.0% | -19.3% |
| 3Y | -5.0% | +62.5% | -67.5% | -14.3% |
| 5Y | -27.8% | +82.6% | -110.4% | -36.9% |
| 10Y | +121.1% | +515.9% | -394.9% | +83.5% |
| All | +121.1% | +585.0% | -463.9% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling