+337.4%
AMD vs DOC
+43.5%
+293.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.3% |
| 7D | -15.5% | +8.7% | -24.2% | -17.1% |
| 30D | -22.6% | +7.6% | -30.3% | -24.1% |
| 3M | -5.7% | -5.3% | -0.5% | -4.4% |
| 6M | +43.1% | +27.6% | +15.5% | +31.0% |
| YTD | +128.2% | +32.4% | +95.8% | +107.1% |
| 1Y | +95.5% | +22.9% | +72.6% | +80.0% |
| All | +337.4% | +43.5% | +293.9% | +280.9% |
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