-37.1%
DOCS vs AMP
+129.5%
-166.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | -0.3% |
| 7D | +2.6% | +3.9% | -1.4% | 0.0% |
| 30D | +11.4% | +5.1% | +6.3% | +7.9% |
| 3M | +25.4% | -8.7% | +34.1% | +32.5% |
| 6M | +42.5% | +11.4% | +31.1% | +31.4% |
| YTD | -24.7% | +7.3% | -32.0% | -29.5% |
| 1Y | -32.9% | +14.6% | -47.5% | -40.1% |
| 3Y | +39.6% | +61.2% | -21.6% | -6.9% |
| 5Y | -54.6% | +81.0% | -135.7% | -73.1% |
| All | -37.1% | +129.5% | -166.6% | -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