+126.0%
DUK vs AMP
+589.3%
-463.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | -2.4% | -1.3% | -1.1% | -2.2% |
| 3M | -3.0% | +24.2% | -27.2% | -7.4% |
| 6M | -6.6% | +24.6% | -31.1% | -11.0% |
| YTD | +4.6% | +14.8% | -10.3% | +0.9% |
| 1Y | +1.2% | +12.8% | -11.6% | -2.1% |
| 3Y | +45.7% | +69.0% | -23.3% | +25.6% |
| 5Y | +40.3% | +124.9% | -84.6% | +9.9% |
| All | +126.0% | +589.3% | -463.2% | +40.8% |
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 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