+428.8%
AMD vs DOCN
+70.4%
+358.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -15.9% | -1.4% | -11.8% |
| 7D | -28.6% | -29.3% | +0.7% | -19.2% |
| 30D | -37.7% | -46.0% | +8.3% | -23.2% |
| 3M | -16.1% | -43.2% | +27.1% | +0.5% |
| 6M | +13.8% | -53.7% | +67.6% | +45.5% |
| YTD | +88.8% | +46.9% | +41.9% | +56.0% |
| 1Y | +57.8% | +54.3% | +3.4% | +27.8% |
| 3Y | +260.3% | +185.5% | +74.7% | +116.8% |
| 5Y | +196.6% | -31.1% | +227.7% | +144.5% |
| All | +428.8% | +70.4% | +358.4% | +265.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling