-17.8%
AMT vs DOCU
-71.6%
+53.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.9% | +4.0% |
| 7D | +6.0% | -3.7% | +9.8% | +6.4% |
| 30D | +20.1% | +15.0% | +5.1% | +18.7% |
| 3M | +12.4% | +39.9% | -27.5% | +9.0% |
| 6M | +9.9% | +66.2% | -56.2% | +4.9% |
| YTD | +14.4% | +17.7% | -3.3% | +11.9% |
| 1Y | +12.4% | +13.7% | -1.2% | +10.2% |
| 3Y | +13.7% | +95.9% | -82.2% | +1.5% |
| 5Y | -17.8% | -71.7% | +53.8% | -23.1% |
| All | -17.8% | -71.6% | +53.7% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling