+66.4%
DOCN vs AEM
+260.5%
-194.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +3.1% | -18.9% | -16.5% |
| 7D | -29.3% | +7.5% | -36.7% | -30.5% |
| 30D | -46.0% | +1.6% | -47.7% | -46.2% |
| 3M | -43.2% | +14.5% | -57.7% | -45.0% |
| 6M | -53.7% | +6.6% | -60.3% | -54.7% |
| YTD | +46.9% | +12.2% | +34.7% | +40.1% |
| 1Y | +54.3% | +19.4% | +34.9% | +45.2% |
| 3Y | +185.5% | +302.1% | -116.5% | +102.9% |
| 5Y | -31.1% | +295.7% | -326.8% | -51.4% |
| All | +66.4% | +260.5% | -194.1% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling