+3,394.3%
DPZ vs AMP
+1,920.5%
+1,473.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.3% |
| 7D | +9.5% | +2.3% | +7.2% | +8.7% |
| 30D | +12.8% | +2.6% | +10.2% | +11.9% |
| 3M | -6.2% | -9.2% | +3.0% | -3.4% |
| 6M | +4.3% | +7.6% | -3.4% | +1.7% |
| YTD | -16.6% | +4.9% | -21.5% | -18.5% |
| 1Y | -12.8% | +12.4% | -25.3% | -16.7% |
| 3Y | -0.8% | +57.3% | -58.1% | -15.9% |
| 5Y | -25.8% | +78.8% | -104.6% | -40.7% |
| 10Y | +130.9% | +601.0% | -470.1% | +1.8% |
| All | +3,394.3% | +1,920.5% | +1,473.8% | +787.5% |
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 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