+431.1%
AME vs DOC
+14.9%
+416.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.9% |
| 7D | -11.4% | +6.2% | -17.7% | -13.2% |
| 30D | -12.1% | +6.5% | -18.6% | -14.1% |
| 3M | -12.3% | -6.2% | -6.1% | -10.8% |
| 6M | -4.6% | +25.6% | -30.2% | -12.8% |
| YTD | +9.1% | +32.1% | -23.0% | -2.3% |
| 1Y | +13.3% | +20.3% | -7.0% | +4.7% |
| 3Y | +58.2% | +42.7% | +15.4% | +34.3% |
| 5Y | +63.4% | -22.2% | +85.6% | +72.5% |
| All | +431.1% | +14.9% | +416.2% | +405.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling