-52.9%
DOCS vs AMP
+80.8%
-133.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +32.4% |
| 6M | +42.5% | +11.4% | +31.1% | +31.5% |
| YTD | -24.7% | +7.3% | -32.0% | -29.5% |
| 1Y | -32.9% | +14.6% | -47.5% | -40.0% |
| 3Y | +39.6% | +61.2% | -21.6% | -6.8% |
| All | -52.9% | +80.8% | -133.7% | -71.9% |
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