+454.7%
AMD vs DOCS
-36.0%
+490.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.8% | +7.5% | +5.2% |
| 7D | +2.6% | -1.4% | +4.0% | +2.8% |
| 30D | -0.9% | +21.8% | -22.8% | -5.9% |
| 3M | -8.7% | +27.3% | -36.0% | -14.5% |
| 6M | +136.3% | -0.3% | +136.7% | +129.7% |
| YTD | +123.0% | -40.5% | +163.5% | +139.8% |
| 1Y | +195.2% | -61.5% | +256.7% | +249.1% |
| 3Y | +336.3% | +8.2% | +328.2% | +273.9% |
| 5Y | +334.5% | -73.4% | +407.9% | +338.0% |
| All | +454.7% | -36.0% | +490.7% | +453.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling