+84.5%
AME vs DOC
-24.5%
+109.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | +0.6% | -1.5% | +2.1% | +1.0% |
| 30D | -6.7% | -4.8% | -1.9% | -5.5% |
| 3M | +4.1% | +6.9% | -2.8% | +1.8% |
| 6M | +1.6% | +20.7% | -19.2% | -4.5% |
| YTD | +16.1% | +34.1% | -18.0% | +5.5% |
| 1Y | +27.3% | +22.6% | +4.7% | +18.6% |
| 3Y | +50.9% | +20.8% | +30.0% | +40.2% |
| All | +84.5% | -24.5% | +109.0% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling