+66.4%
DOCN vs AMCR
+5.7%
+60.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.5% | -10.4% | -13.0% |
| 7D | -29.3% | -2.7% | -26.5% | -28.2% |
| 30D | -46.0% | +9.7% | -55.8% | -48.8% |
| 3M | -43.2% | -2.6% | -40.6% | -42.9% |
| 6M | -53.7% | +25.6% | -79.3% | -61.1% |
| YTD | +46.9% | +14.9% | +32.1% | +27.9% |
| 1Y | +54.3% | +20.5% | +33.8% | +29.3% |
| 3Y | +185.5% | +18.6% | +166.9% | +132.0% |
| 5Y | -31.1% | -3.0% | -28.1% | -33.5% |
| All | +66.4% | +5.7% | +60.7% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling