+97.7%
DOCN vs AME
+101.0%
-3.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.6% | -2.5% | -2.2% |
| 7D | -20.0% | -4.4% | -15.6% | -15.8% |
| 30D | -38.8% | -5.9% | -32.9% | -34.1% |
| 3M | -34.8% | -6.5% | -28.3% | -29.3% |
| 6M | -22.8% | +3.2% | -26.0% | -24.3% |
| YTD | +74.6% | +16.0% | +58.6% | +48.4% |
| 1Y | +116.4% | +20.4% | +96.0% | +76.6% |
| 3Y | +239.3% | +68.2% | +171.2% | +86.9% |
| 5Y | -20.2% | +74.4% | -94.7% | -59.8% |
| All | +97.7% | +101.0% | -3.3% | -2.7% |
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