-26.2%
DOCN vs AMP
+84.2%
-110.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.3% |
| 7D | -12.1% | +3.3% | -15.5% | -14.6% |
| 30D | -41.0% | +4.2% | -45.3% | -43.3% |
| 3M | -38.7% | -6.4% | -32.3% | -35.8% |
| 6M | -51.5% | +12.4% | -63.9% | -58.2% |
| YTD | +65.3% | +7.4% | +57.8% | +46.6% |
| 1Y | +53.9% | +14.7% | +39.2% | +27.5% |
| 3Y | +215.6% | +60.8% | +154.7% | +80.9% |
| 5Y | -26.2% | +83.4% | -109.6% | -64.2% |
| All | -26.2% | +84.2% | -110.4% | -64.2% |
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