+103.1%
DOCN vs AME
+105.3%
-2.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.7% |
| 7D | +19.1% | +5.9% | +13.2% | +12.0% |
| 30D | -21.0% | -1.9% | -19.1% | -18.1% |
| 3M | -34.7% | -5.4% | -29.4% | -29.6% |
| 6M | -45.8% | +4.9% | -50.7% | -47.7% |
| YTD | +79.4% | +18.5% | +60.9% | +50.4% |
| 1Y | +91.0% | +25.5% | +65.6% | +50.2% |
| 3Y | +237.5% | +63.0% | +174.4% | +94.6% |
| 5Y | -30.4% | +78.3% | -108.7% | -65.4% |
| All | +103.1% | +105.3% | -2.2% | -1.4% |
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