-8.4%
DPZ vs AMP
+70.7%
-79.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -2.5% | +0.2% | -2.8% | -2.6% |
| 30D | -7.0% | -0.1% | -6.9% | -6.9% |
| 3M | +11.6% | +23.6% | -12.0% | +5.9% |
| 6M | -15.2% | +20.4% | -35.5% | -19.3% |
| YTD | -17.2% | +15.4% | -32.7% | -20.6% |
| 1Y | -24.8% | +11.0% | -35.8% | -27.2% |
| All | -8.4% | +70.7% | -79.1% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling