+164.6%
DOCN vs AME
+101.2%
+63.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +1.2% |
| 7D | +1.1% | +0.6% | +0.5% | +0.5% |
| 30D | -9.6% | -6.7% | -2.9% | -2.5% |
| 3M | -37.7% | +4.1% | -41.8% | -40.2% |
| 6M | +115.2% | +1.6% | +113.6% | +110.4% |
| YTD | +133.7% | +16.1% | +117.6% | +97.2% |
| 1Y | +250.2% | +27.3% | +222.8% | +164.8% |
| 3Y | +320.3% | +50.9% | +269.4% | +161.1% |
| 5Y | +53.1% | +81.4% | -28.3% | -24.6% |
| All | +164.6% | +101.2% | +63.4% | +29.2% |
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