-97.5%
AMC vs DOCU
+111.8%
-209.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.3% |
| 7D | +17.7% | -3.7% | +21.4% | +18.9% |
| 30D | +26.2% | +15.0% | +11.2% | +20.9% |
| 3M | +31.3% | +39.9% | -8.6% | +18.5% |
| 6M | +142.8% | +66.2% | +76.6% | +108.8% |
| YTD | +125.6% | +17.7% | +108.0% | +111.2% |
| 1Y | +40.2% | +13.7% | +26.6% | +32.4% |
| 3Y | -67.2% | +95.9% | -163.1% | -74.9% |
| 5Y | -99.1% | -71.7% | -27.5% | -99.2% |
| All | -97.5% | +111.8% | -209.4% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 all: compounded portfolio wealth divided by compounded DOCU 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…
all analysis · Full analysis span regression · 6 months rolling