+60.1%
DOCN vs AMCR
-8.5%
+68.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +1.1% | -1.9% | +3.0% | +2.1% |
| 30D | -9.6% | -4.1% | -5.5% | -8.0% |
| 3M | -37.7% | +21.7% | -59.4% | -46.6% |
| 6M | +115.2% | +1.5% | +113.7% | +106.5% |
| YTD | +133.7% | +13.1% | +120.6% | +103.8% |
| 1Y | +250.2% | +13.0% | +237.2% | +204.4% |
| 3Y | +320.3% | +6.9% | +313.4% | +262.8% |
| All | +60.1% | -8.5% | +68.6% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling