-28.2%
DPZ vs AMP
+84.2%
-112.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +2.2% | +3.3% | -1.2% | +1.1% |
| 30D | +6.7% | +4.2% | +2.5% | +5.3% |
| 3M | -4.5% | -6.4% | +1.9% | -2.6% |
| 6M | +3.3% | +12.4% | -9.1% | -0.4% |
| YTD | -19.4% | +7.4% | -26.9% | -21.8% |
| 1Y | -17.3% | +14.7% | -32.0% | -21.6% |
| 3Y | -8.4% | +60.8% | -69.2% | -24.5% |
| 5Y | -28.2% | +83.4% | -111.6% | -44.9% |
| All | -28.2% | +84.2% | -112.4% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling