-98.5%
AMC vs DOC
+19.9%
-118.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.2% | +5.7% |
| 7D | +17.7% | +8.7% | +9.0% | +13.0% |
| 30D | +26.2% | +7.6% | +18.5% | +21.5% |
| 3M | +31.3% | -5.3% | +36.6% | +35.1% |
| 6M | +142.8% | +27.6% | +115.2% | +110.2% |
| YTD | +125.6% | +32.4% | +93.2% | +91.5% |
| 1Y | +40.2% | +22.9% | +17.4% | +23.6% |
| 3Y | -67.2% | +43.1% | -110.3% | -73.9% |
| 5Y | -99.1% | -21.4% | -77.7% | -99.0% |
| 10Y | -98.5% | +16.8% | -115.4% | -98.6% |
| All | -98.5% | +19.9% | -118.4% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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