-31.3%
AMT vs DOCU
-78.0%
+46.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.4% |
| 7D | -0.2% | +6.9% | -7.1% | -0.8% |
| 30D | +4.6% | +19.0% | -14.4% | +3.0% |
| 3M | -8.4% | +34.3% | -42.7% | -10.9% |
| 6M | -6.0% | +48.0% | -54.0% | -9.5% |
| YTD | +2.1% | 0.0% | +2.1% | +1.4% |
| 1Y | -6.4% | -10.3% | +3.9% | -6.4% |
| 3Y | +8.1% | +32.4% | -24.3% | +0.6% |
| All | -31.3% | -78.0% | +46.7% | -33.4% |
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