+4.3%
DT vs AMP
+11.4%
-7.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | +2.0% | -0.1% | +2.1% | +2.1% |
| 3M | +20.0% | +23.6% | -3.6% | +13.9% |
| 6M | +39.3% | +20.4% | +18.9% | +32.8% |
| YTD | +19.8% | +15.4% | +4.3% | +13.6% |
| 1Y | +4.3% | +11.0% | -6.7% | +0.9% |
| All | +4.3% | +11.4% | -7.1% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling