+196.4%
DOCN vs AME
+58.2%
+138.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.9% | -9.9% | -9.6% |
| 7D | -29.3% | -11.4% | -17.8% | -19.0% |
| 30D | -46.0% | -12.1% | -33.9% | -37.4% |
| 3M | -43.2% | -12.3% | -30.9% | -33.9% |
| 6M | -53.7% | -4.6% | -49.1% | -50.3% |
| YTD | +46.9% | +9.1% | +37.8% | +36.5% |
| 1Y | +54.3% | +13.3% | +41.1% | +38.0% |
| All | +196.4% | +58.2% | +138.2% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling