-4.4%
DOC vs AMBA
-7.1%
+2.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -1.5% | -11.0% | +9.5% | -0.3% |
| 30D | -4.8% | -23.2% | +18.4% | -2.2% |
| 3M | +6.9% | -12.7% | +19.6% | +6.8% |
| 6M | +20.7% | +11.2% | +9.5% | +16.5% |
| YTD | +34.1% | -11.2% | +45.4% | +32.2% |
| 1Y | +22.6% | -22.5% | +45.2% | +21.8% |
| 3Y | +20.8% | -1.3% | +22.1% | +12.2% |
| 5Y | -24.9% | -54.2% | +29.3% | -28.1% |
| All | -4.4% | -7.1% | +2.7% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling