+66.6%
DRI vs AMP
+120.7%
-54.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -3.9% | -1.0% | -2.9% | -3.5% |
| 3M | +5.1% | +23.2% | -18.2% | -4.4% |
| 6M | +5.5% | +20.4% | -14.9% | -3.3% |
| YTD | +16.5% | +13.6% | +2.8% | +9.1% |
| 1Y | +2.0% | +13.4% | -11.4% | -4.6% |
| 3Y | +54.5% | +66.5% | -12.0% | +16.9% |
| 5Y | +66.6% | +120.2% | -53.6% | +2.6% |
| All | +66.6% | +120.7% | -54.1% | +2.6% |
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