+3,367.2%
DPZ vs AMP
+2,123.7%
+1,243.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 6M | -15.2% | +20.4% | -35.5% | -20.2% |
| YTD | -17.2% | +15.4% | -32.7% | -21.5% |
| 1Y | -24.8% | +11.0% | -35.8% | -28.0% |
| 3Y | -8.7% | +70.5% | -79.1% | -24.5% |
| 5Y | -28.9% | +121.4% | -150.3% | -46.9% |
| 10Y | +153.6% | +575.6% | -421.9% | +13.9% |
| All | +3,367.2% | +2,123.7% | +1,243.5% | +755.1% |
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 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