+331.1%
AMD vs DOC
+20.8%
+310.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.2% |
| 7D | +2.6% | -1.5% | +4.1% | +3.0% |
| 30D | -0.9% | -4.8% | +3.8% | +0.3% |
| 3M | -8.7% | +6.9% | -15.6% | -11.5% |
| 6M | +136.3% | +20.7% | +115.6% | +118.8% |
| YTD | +123.0% | +34.1% | +88.8% | +101.9% |
| 1Y | +195.2% | +22.6% | +172.5% | +171.5% |
| All | +331.1% | +20.8% | +310.3% | +293.2% |
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