-21.4%
DOC vs AMBA
-68.8%
+47.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.9% | +3.3% |
| 7D | +8.7% | -8.1% | +16.8% | +9.5% |
| 30D | +7.6% | -10.8% | +18.4% | +8.6% |
| 3M | -5.3% | -25.9% | +20.7% | -3.1% |
| 6M | +27.6% | -13.9% | +41.5% | +26.8% |
| YTD | +32.4% | -14.0% | +46.4% | +30.7% |
| 1Y | +22.9% | -25.7% | +48.5% | +22.6% |
| 3Y | +43.1% | +21.5% | +21.6% | +29.4% |
| 5Y | -21.4% | -68.9% | +47.6% | -25.9% |
| All | -21.4% | -68.8% | +47.4% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling