+55.8%
DOCS vs AMP
+57.0%
-1.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -2.5% |
| 7D | -1.3% | +2.3% | -3.6% | -2.4% |
| 30D | +19.4% | +2.6% | +16.8% | +17.9% |
| 3M | +53.4% | -9.2% | +62.6% | +60.6% |
| 6M | +28.8% | +7.6% | +21.1% | +22.7% |
| YTD | -25.1% | +4.9% | -30.0% | -28.0% |
| 1Y | -48.1% | +12.4% | -60.6% | -52.3% |
| All | +55.8% | +57.0% | -1.3% | -7.7% |
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 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