-57.0%
DOCS vs AMP
+82.0%
-139.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.2% | -1.0% |
| 7D | 0.0% | +2.8% | -2.8% | -1.6% |
| 30D | +7.8% | +3.6% | +4.2% | +5.4% |
| 3M | +20.0% | -6.1% | +26.1% | +24.5% |
| 6M | +26.5% | +11.7% | +14.8% | +16.6% |
| YTD | -25.8% | +6.7% | -32.5% | -30.2% |
| 1Y | -39.5% | +13.8% | -53.3% | -45.6% |
| 3Y | +60.3% | +61.9% | -1.6% | +6.8% |
| 5Y | -57.0% | +82.0% | -139.0% | -74.4% |
| All | -57.0% | +82.0% | -139.1% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling