+337.5%
AMD vs DOC
-24.5%
+362.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.4% |
| 7D | +2.6% | -1.5% | +4.1% | +3.1% |
| 30D | -0.9% | -4.8% | +3.8% | +0.9% |
| 3M | -8.7% | +6.9% | -15.6% | -12.3% |
| 6M | +136.3% | +20.7% | +115.6% | +114.6% |
| YTD | +123.0% | +34.1% | +88.8% | +93.7% |
| 1Y | +195.2% | +22.6% | +172.5% | +164.2% |
| 3Y | +336.3% | +20.8% | +315.5% | +285.4% |
| All | +337.5% | -24.5% | +362.1% | +378.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling