+111.9%
DOCN vs AMP
+150.0%
-38.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.6% | +4.4% |
| 7D | +27.4% | +1.2% | +26.2% | +26.2% |
| 30D | -29.7% | +4.4% | -34.2% | -32.5% |
| 3M | -32.5% | -8.8% | -23.6% | -28.0% |
| 6M | -42.2% | +9.9% | -52.1% | -48.5% |
| YTD | +87.2% | +6.1% | +81.1% | +69.6% |
| 1Y | +86.2% | +10.6% | +75.6% | +62.4% |
| 3Y | +257.4% | +58.8% | +198.6% | +122.5% |
| 5Y | -27.4% | +79.0% | -106.3% | -61.2% |
| All | +111.9% | +150.0% | -38.1% | +8.9% |
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