+97.7%
DOCN vs AMBA
-39.9%
+137.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.7% | -5.4% | -6.3% |
| 7D | -20.0% | -8.1% | -12.0% | -16.7% |
| 30D | -38.8% | -10.8% | -28.0% | -35.0% |
| 3M | -34.8% | -25.9% | -8.9% | -25.1% |
| 6M | -22.8% | -13.9% | -8.9% | -22.2% |
| YTD | +74.6% | -14.0% | +88.6% | +72.1% |
| 1Y | +116.4% | -25.7% | +142.1% | +125.7% |
| 3Y | +239.3% | +21.5% | +217.9% | +146.7% |
| 5Y | -20.2% | -68.9% | +48.7% | -2.5% |
| All | +97.7% | -39.9% | +137.6% | +93.1% |
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