+253.7%
AME vs DOCU
+111.8%
+141.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | -4.4% | -3.7% | -0.7% | -4.1% |
| 30D | -5.9% | +15.0% | -20.8% | -7.4% |
| 3M | -6.5% | +39.9% | -46.4% | -10.2% |
| 6M | +3.2% | +66.2% | -63.0% | -3.2% |
| YTD | +16.0% | +17.7% | -1.7% | +12.7% |
| 1Y | +20.4% | +13.7% | +6.8% | +17.4% |
| 3Y | +68.2% | +95.9% | -27.7% | +50.0% |
| 5Y | +74.4% | -71.7% | +146.1% | +82.1% |
| All | +253.7% | +111.8% | +141.8% | +152.7% |
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