+160.3%
DOC vs AMP
+2,123.7%
-1,963.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -4.8% | -0.1% | -4.7% | -4.8% |
| 3M | +6.9% | +23.6% | -16.7% | -4.3% |
| 6M | +20.7% | +20.4% | +0.4% | +8.9% |
| YTD | +34.1% | +15.4% | +18.7% | +22.6% |
| 1Y | +22.6% | +11.0% | +11.7% | +13.8% |
| 3Y | +20.8% | +70.5% | -49.6% | -12.3% |
| 5Y | -24.9% | +121.4% | -146.3% | -54.3% |
| 10Y | -1.8% | +575.6% | -577.4% | -71.5% |
| All | +160.3% | +2,123.7% | -1,963.4% | -71.7% |
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