-34.8%
DOCN vs AME
-7.3%
-27.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.6% | -2.5% | -0.6% |
| 7D | -20.0% | -4.4% | -15.6% | -14.2% |
| 30D | -38.8% | -5.9% | -32.9% | -33.0% |
| 3M | -34.8% | -6.5% | -28.3% | -23.3% |
| All | -34.8% | -7.3% | -27.6% | -23.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling