-35.6%
DOCN vs AEM
+298.2%
-333.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.2% |
| 7D | -19.2% | +15.8% | -35.0% | -22.2% |
| 30D | -43.1% | +6.2% | -49.3% | -43.8% |
| 3M | -40.7% | +14.3% | -55.0% | -42.7% |
| 6M | -55.0% | +1.4% | -56.4% | -55.6% |
| YTD | +50.6% | +13.7% | +36.9% | +42.4% |
| 1Y | +54.0% | +21.3% | +32.6% | +43.3% |
| 3Y | +203.9% | +309.9% | -106.0% | +104.6% |
| All | -35.6% | +298.2% | -333.8% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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