+254.1%
AME vs DOCU
+80.0%
+174.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.1% |
| 7D | +0.6% | +6.9% | -6.3% | -0.1% |
| 30D | -6.7% | +19.0% | -25.7% | -8.6% |
| 3M | +4.1% | +34.3% | -30.2% | +0.3% |
| 6M | +1.6% | +48.0% | -46.4% | -3.6% |
| YTD | +16.1% | 0.0% | +16.1% | +15.1% |
| 1Y | +27.3% | -10.3% | +37.6% | +27.4% |
| 3Y | +50.9% | +32.4% | +18.5% | +40.9% |
| 5Y | +81.4% | -77.9% | +159.3% | +95.1% |
| All | +254.1% | +80.0% | +174.1% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling