+13.3%
AME vs DOC
+21.7%
-8.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.9% |
| 7D | -11.4% | +6.2% | -17.7% | -11.9% |
| 30D | -12.1% | +6.5% | -18.6% | -12.6% |
| 3M | -12.3% | -6.2% | -6.1% | -11.4% |
| 6M | -4.6% | +25.6% | -30.2% | -8.0% |
| YTD | +9.1% | +32.1% | -23.0% | +4.6% |
| 1Y | +13.3% | +20.3% | -7.0% | +9.9% |
| All | +13.3% | +21.7% | -8.4% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling