+1,474.5%
DRI vs AMP
+1,967.6%
-493.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | +1.1% | +3.9% | -2.9% | -0.7% |
| 30D | +9.7% | +5.1% | +4.6% | +7.2% |
| 3M | +3.2% | -8.7% | +11.8% | +7.1% |
| 6M | +20.6% | +11.4% | +9.1% | +14.0% |
| YTD | +28.3% | +7.3% | +20.9% | +22.6% |
| 1Y | +34.5% | +14.6% | +20.0% | +24.7% |
| 3Y | +66.5% | +61.2% | +5.3% | +29.8% |
| 5Y | +79.6% | +81.0% | -1.4% | +30.3% |
| 10Y | +333.8% | +468.0% | -134.2% | +87.4% |
| All | +1,474.5% | +1,967.6% | -493.0% | +218.2% |
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