+66.4%
DOCN vs AME
+89.1%
-22.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.9% | -9.9% | -9.3% |
| 7D | -29.3% | -11.4% | -17.8% | -18.4% |
| 30D | -46.0% | -12.1% | -33.9% | -36.9% |
| 3M | -43.2% | -12.3% | -30.9% | -33.4% |
| 6M | -53.7% | -4.6% | -49.1% | -50.5% |
| YTD | +46.9% | +9.1% | +37.8% | +34.6% |
| 1Y | +54.3% | +13.3% | +41.1% | +35.7% |
| 3Y | +185.5% | +58.2% | +127.4% | +69.5% |
| 5Y | -31.1% | +63.4% | -94.5% | -62.6% |
| All | +66.4% | +89.1% | -22.7% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling