-26.2%
DT vs AMP
+122.1%
-148.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.3% |
| 30D | +3.0% | -1.3% | +4.4% | +3.8% |
| 3M | +26.5% | +24.2% | +2.3% | +12.0% |
| 6M | +35.9% | +24.6% | +11.4% | +19.6% |
| YTD | +17.8% | +14.8% | +3.0% | +7.5% |
| 1Y | +4.1% | +12.8% | -8.7% | -4.3% |
| 3Y | +5.3% | +69.0% | -63.7% | -27.7% |
| All | -26.2% | +122.1% | -148.3% | -59.2% |
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 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