-37.3%
DOCS vs AMP
+129.8%
-167.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | -4.2% | -1.1% | -3.1% | -3.5% |
| 30D | +8.6% | +4.4% | +4.3% | +5.6% |
| 3M | +27.2% | -7.3% | +34.5% | +33.2% |
| 6M | +26.5% | +12.9% | +13.6% | +15.7% |
| YTD | -25.0% | +7.5% | -32.4% | -29.8% |
| 1Y | -37.0% | +13.3% | -50.3% | -43.3% |
| 3Y | +39.4% | +60.8% | -21.4% | -6.8% |
| 5Y | -56.7% | +82.7% | -139.4% | -74.5% |
| All | -37.3% | +129.8% | -167.1% | -66.8% |
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