-22.2%
DOC vs AMP
+77.0%
-99.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.8% |
| 7D | +6.2% | +2.3% | +3.9% | +5.5% |
| 30D | +6.5% | +2.6% | +3.9% | +5.6% |
| 3M | -6.2% | -9.2% | +3.0% | -3.6% |
| 6M | +25.6% | +7.6% | +18.0% | +22.1% |
| YTD | +32.1% | +4.9% | +27.2% | +28.6% |
| 1Y | +20.3% | +12.4% | +7.9% | +14.2% |
| 3Y | +42.7% | +57.3% | -14.5% | +15.3% |
| 5Y | -22.2% | +78.8% | -101.0% | -41.5% |
| All | -22.2% | +77.0% | -99.2% | -41.5% |
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