-36.6%
DT vs AMP
+80.8%
-117.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.9% |
| 7D | +3.1% | +3.9% | -0.8% | +0.9% |
| 30D | -29.5% | +5.1% | -34.7% | -31.6% |
| 3M | -11.7% | -8.7% | -3.1% | -7.7% |
| 6M | +29.0% | +11.4% | +17.6% | +20.7% |
| YTD | +3.4% | +7.3% | -4.0% | -2.5% |
| 1Y | -4.2% | +14.6% | -18.8% | -13.3% |
| 3Y | -12.8% | +61.2% | -74.1% | -39.1% |
| All | -36.6% | +80.8% | -117.5% | -61.1% |
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