+70.5%
DOCN vs AME
+93.9%
-23.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | -0.3% |
| 7D | -19.2% | -5.2% | -14.0% | -13.6% |
| 30D | -43.1% | -8.0% | -35.0% | -36.6% |
| 3M | -40.7% | -8.9% | -31.8% | -33.4% |
| 6M | -55.0% | -5.0% | -50.0% | -51.7% |
| YTD | +50.6% | +11.9% | +38.7% | +34.2% |
| 1Y | +54.0% | +16.6% | +37.3% | +31.1% |
| 3Y | +203.9% | +62.5% | +141.4% | +75.1% |
| 5Y | -29.4% | +67.6% | -97.0% | -62.7% |
| All | +70.5% | +93.9% | -23.3% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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