+110.9%
DT vs AMP
+336.0%
-225.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -4.9% | +2.6% | -7.4% | -6.0% |
| 30D | +2.7% | +0.8% | +1.8% | +2.3% |
| 3M | +20.0% | +24.3% | -4.3% | +8.3% |
| 6M | +28.0% | +20.6% | +7.5% | +16.9% |
| YTD | +16.0% | +14.6% | +1.4% | +7.7% |
| 1Y | +0.7% | +14.5% | -13.8% | -6.7% |
| 3Y | +6.2% | +67.9% | -61.8% | -19.3% |
| 5Y | -28.1% | +122.5% | -150.6% | -52.3% |
| All | +110.9% | +336.0% | -225.2% | -1.8% |
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