+84.2%
DOCN vs AMCR
+4.1%
+80.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.6% | +7.4% | +7.7% |
| 7D | -12.8% | -7.9% | -4.9% | -8.9% |
| 30D | -41.9% | +8.2% | -50.1% | -44.5% |
| 3M | -36.9% | -4.3% | -32.6% | -36.1% |
| 6M | -52.2% | +16.6% | -68.8% | -57.9% |
| YTD | +62.7% | +13.1% | +49.6% | +42.7% |
| 1Y | +58.2% | +14.4% | +43.8% | +37.2% |
| 3Y | +219.5% | +18.4% | +201.1% | +158.7% |
| 5Y | -32.9% | -5.8% | -27.1% | -34.8% |
| All | +84.2% | +4.1% | +80.2% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling