+9.5%
DVN vs AMP
+66.7%
-57.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +4.5% | -0.5% | +5.0% | +4.7% |
| 30D | +12.0% | -1.3% | +13.3% | +12.4% |
| 3M | +13.4% | +24.2% | -10.8% | +1.9% |
| 6M | +12.1% | +24.6% | -12.5% | +0.1% |
| YTD | +38.8% | +14.8% | +24.0% | +28.2% |
| 1Y | +46.0% | +12.8% | +33.2% | +36.1% |
| 3Y | +9.5% | +69.0% | -59.5% | -17.0% |
| All | +9.5% | +66.7% | -57.2% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling