+8.9%
DOCS vs AMP
+70.7%
-61.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | +21.8% | -0.1% | +21.9% | +21.6% |
| 3M | +27.3% | +23.6% | +3.7% | +13.5% |
| 6M | -0.3% | +20.4% | -20.7% | -10.3% |
| YTD | -40.5% | +15.4% | -55.9% | -45.5% |
| 1Y | -61.5% | +11.0% | -72.5% | -64.1% |
| All | +8.9% | +70.7% | -61.8% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling