+70.5%
DOCN vs AMCR
+3.4%
+67.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.6% |
| 7D | -19.2% | -5.3% | -13.8% | -16.8% |
| 30D | -43.1% | +8.7% | -51.8% | -45.7% |
| 3M | -40.7% | -3.3% | -37.4% | -40.3% |
| 6M | -55.0% | +15.1% | -70.1% | -60.0% |
| YTD | +50.6% | +12.4% | +38.2% | +32.5% |
| 1Y | +54.0% | +15.8% | +38.1% | +32.1% |
| 3Y | +203.9% | +16.7% | +187.2% | +148.3% |
| 5Y | -29.4% | -5.1% | -24.3% | -31.1% |
| All | +70.5% | +3.4% | +67.1% | +65.1% |
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