+74.4%
AME vs DOC
-22.8%
+97.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.1% | -7.7% | -5.4% |
| 7D | -4.4% | +8.7% | -13.2% | -6.6% |
| 30D | -5.9% | +7.6% | -13.5% | -7.9% |
| 3M | -6.5% | -5.3% | -1.3% | -5.3% |
| 6M | +3.2% | +27.6% | -24.4% | -4.7% |
| YTD | +16.0% | +32.4% | -16.4% | +5.5% |
| 1Y | +20.4% | +22.9% | -2.4% | +12.0% |
| 3Y | +68.2% | +43.1% | +25.1% | +44.8% |
| 5Y | +74.4% | -21.4% | +95.8% | +96.0% |
| All | +74.4% | -22.8% | +97.2% | +96.0% |
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