+369.7%
AMD vs DOCS
-19.4%
+389.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.3% | -13.0% | -16.5% |
| 7D | -28.6% | -1.3% | -27.3% | -28.3% |
| 30D | -37.7% | +19.4% | -57.1% | -39.7% |
| 3M | -16.1% | +53.4% | -69.5% | -23.8% |
| 6M | +13.8% | +28.8% | -14.9% | +5.5% |
| YTD | +88.8% | -25.1% | +113.9% | +94.4% |
| 1Y | +57.8% | -48.1% | +105.9% | +75.7% |
| 3Y | +260.3% | +51.4% | +208.9% | +187.3% |
| 5Y | +196.6% | -51.1% | +247.7% | +182.4% |
| All | +369.7% | -19.4% | +389.1% | +348.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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