+255.5%
AMD vs DOCS
-53.1%
+308.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | -0.3% |
| 7D | -15.5% | +1.2% | -16.7% | -15.7% |
| 30D | -22.6% | +21.3% | -43.9% | -25.7% |
| 3M | -5.7% | +58.4% | -64.1% | -16.1% |
| 6M | +43.1% | +39.3% | +3.8% | +28.8% |
| YTD | +128.2% | -21.7% | +149.9% | +134.0% |
| 1Y | +95.5% | -47.3% | +142.8% | +121.4% |
| 3Y | +335.4% | +58.2% | +277.3% | +220.6% |
| 5Y | +255.5% | -52.3% | +307.8% | +267.5% |
| All | +255.5% | -53.1% | +308.6% | +267.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling