+44.3%
DOC vs AMP
+62.6%
-18.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.5% | -1.3% | +2.2% |
| 7D | +8.7% | +7.7% | +1.1% | +7.1% |
| 30D | +7.6% | +6.6% | +1.1% | +6.2% |
| 3M | -5.3% | -4.7% | -0.5% | -4.5% |
| 6M | +27.6% | +12.9% | +14.7% | +24.0% |
| YTD | +32.4% | +8.6% | +23.8% | +29.2% |
| 1Y | +22.9% | +18.2% | +4.6% | +17.0% |
| All | +44.3% | +62.6% | -18.3% | -4.8% |
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 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