-9.1%
AMCR vs DOCU
-69.1%
+59.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -4.5% | +1.6% | -6.0% | -4.6% |
| 30D | +4.9% | +10.8% | -6.0% | +3.9% |
| 3M | -4.6% | +38.0% | -42.5% | -7.5% |
| 6M | +15.2% | +77.4% | -62.2% | +8.8% |
| YTD | +9.7% | +17.2% | -7.4% | +7.5% |
| 1Y | +10.5% | +15.6% | -5.1% | +8.2% |
| 3Y | +13.8% | +95.6% | -81.7% | +2.2% |
| 5Y | -9.1% | -69.7% | +60.6% | -11.6% |
| All | -9.1% | -69.1% | +59.9% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling