-67.9%
AMC vs DOC
+43.5%
-111.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.2% | +6.0% |
| 7D | +17.7% | +8.7% | +9.0% | +13.8% |
| 30D | +26.2% | +7.6% | +18.5% | +22.3% |
| 3M | +31.3% | -5.3% | +36.6% | +34.4% |
| 6M | +142.8% | +27.6% | +115.2% | +113.3% |
| YTD | +125.6% | +32.4% | +93.2% | +95.0% |
| 1Y | +40.2% | +22.9% | +17.4% | +25.6% |
| All | -67.9% | +43.5% | -111.4% | -77.1% |
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