+114.1%
DT vs AMP
+336.8%
-222.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | +3.0% | -1.3% | +4.4% | +3.7% |
| 3M | +26.5% | +24.2% | +2.3% | +14.2% |
| 6M | +35.9% | +24.6% | +11.4% | +22.1% |
| YTD | +17.8% | +14.8% | +3.0% | +9.3% |
| 1Y | +4.1% | +12.8% | -8.7% | -2.9% |
| 3Y | +5.3% | +69.0% | -63.7% | -20.2% |
| 5Y | -27.2% | +124.9% | -152.0% | -51.9% |
| All | +114.1% | +336.8% | -222.7% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling