-27.5%
DOCN vs AEM
+252.0%
-279.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +19.1% | -6.8% | +25.9% | +20.8% |
| 30D | -21.0% | +0.8% | -21.8% | -21.4% |
| 3M | -34.7% | -0.8% | -33.9% | -35.0% |
| 6M | -45.8% | -8.5% | -37.3% | -45.5% |
| YTD | +79.4% | +5.9% | +73.4% | +72.0% |
| 1Y | +91.0% | +6.6% | +84.4% | +82.6% |
| 3Y | +237.5% | +302.2% | -64.7% | +126.1% |
| All | -27.5% | +252.0% | -279.4% | -43.2% |
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