+164.6%
DOCN vs AMBA
-37.9%
+202.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.2% |
| 7D | +1.1% | -11.0% | +12.1% | +6.4% |
| 30D | -9.6% | -23.2% | +13.5% | +1.4% |
| 3M | -37.7% | -12.7% | -25.0% | -36.8% |
| 6M | +115.2% | +11.2% | +104.0% | +90.0% |
| YTD | +133.7% | -11.2% | +145.0% | +125.5% |
| 1Y | +250.2% | -22.5% | +272.7% | +254.2% |
| 3Y | +320.3% | -1.3% | +321.6% | +239.4% |
| 5Y | +53.1% | -54.2% | +107.3% | +64.4% |
| All | +164.6% | -37.9% | +202.6% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling