-38.7%
DOCS vs AMP
+120.8%
-159.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.0% |
| 7D | -0.8% | +2.2% | -2.9% | -2.0% |
| 30D | +17.4% | +2.2% | +15.2% | +15.8% |
| 3M | +57.4% | -10.4% | +67.8% | +68.0% |
| 6M | +26.5% | +5.8% | +20.7% | +20.6% |
| YTD | -26.6% | +3.3% | -29.9% | -29.5% |
| 1Y | -48.1% | +11.1% | -59.1% | -52.7% |
| 3Y | +52.6% | +56.0% | -3.4% | +4.1% |
| 5Y | -52.1% | +76.1% | -128.2% | -71.1% |
| All | -38.7% | +120.8% | -159.5% | -66.7% |
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 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