-17.9%
AMT vs DOCU
-71.9%
+54.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.3% |
| 7D | +4.4% | -3.2% | +7.6% | +4.6% |
| 30D | +17.7% | +15.7% | +2.0% | +16.3% |
| 3M | +16.7% | +37.3% | -20.6% | +13.3% |
| 6M | +11.1% | +63.1% | -52.0% | +6.2% |
| YTD | +13.9% | +15.4% | -1.5% | +11.6% |
| 1Y | +12.5% | +11.3% | +1.2% | +10.5% |
| 3Y | +13.2% | +92.1% | -78.9% | +1.2% |
| 5Y | -17.9% | -70.5% | +52.6% | -22.8% |
| All | -17.9% | -71.9% | +54.0% | -22.8% |
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