+237.5%
DOCN vs AMCR
+14.2%
+223.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +19.1% | -2.4% | +21.5% | +19.9% |
| 30D | -21.0% | +3.6% | -24.6% | -22.0% |
| 3M | -34.7% | -4.2% | -30.5% | -34.1% |
| 6M | -45.8% | +15.5% | -61.3% | -50.6% |
| YTD | +79.4% | +9.7% | +69.6% | +64.0% |
| 1Y | +91.0% | +8.3% | +82.7% | +75.9% |
| 3Y | +237.5% | +15.4% | +222.1% | +185.7% |
| All | +237.5% | +14.2% | +223.2% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling