+84.2%
DOCN vs AMP
+152.3%
-68.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.7% | +4.3% | +5.0% |
| 7D | -12.8% | +3.1% | -15.9% | -14.9% |
| 30D | -41.9% | +3.9% | -45.8% | -43.9% |
| 3M | -36.9% | -5.8% | -31.1% | -34.6% |
| 6M | -52.2% | +12.1% | -64.3% | -58.2% |
| YTD | +62.7% | +7.1% | +55.6% | +46.4% |
| 1Y | +58.2% | +14.2% | +44.0% | +33.9% |
| 3Y | +219.5% | +62.5% | +157.0% | +95.0% |
| 5Y | -32.9% | +82.6% | -115.5% | -64.4% |
| All | +84.2% | +152.3% | -68.1% | -6.0% |
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 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