-80.6%
AMC vs DOC
+20.8%
-101.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.1% |
| 7D | +2.3% | -1.5% | +3.8% | +2.9% |
| 30D | -0.7% | -4.8% | +4.0% | +1.3% |
| 3M | +35.2% | +6.9% | +28.3% | +30.2% |
| 6M | +124.6% | +20.7% | +103.8% | +103.9% |
| YTD | +69.9% | +34.1% | +35.7% | +46.3% |
| 1Y | -2.6% | +22.6% | -25.2% | -12.9% |
| All | -80.6% | +20.8% | -101.3% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling