+232.6%
AME vs DOCU
+107.7%
+124.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -4.0% | -5.7% |
| 7D | -11.4% | -3.2% | -8.2% | -11.1% |
| 30D | -12.1% | +15.7% | -27.8% | -13.5% |
| 3M | -12.3% | +37.3% | -49.6% | -15.6% |
| 6M | -4.6% | +63.1% | -67.8% | -10.4% |
| YTD | +9.1% | +15.4% | -6.3% | +6.2% |
| 1Y | +13.3% | +11.3% | +2.0% | +10.6% |
| 3Y | +58.2% | +92.1% | -33.9% | +41.4% |
| 5Y | +63.4% | -70.5% | +133.9% | +69.8% |
| All | +232.6% | +107.7% | +124.9% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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