-48.1%
DOCS vs ADM
+23.6%
-71.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.4% |
| 7D | -1.3% | -7.5% | +6.2% | -2.9% |
| 30D | +19.4% | -14.3% | +33.7% | +15.5% |
| 3M | +53.4% | -8.6% | +62.0% | +51.4% |
| 6M | +28.8% | -9.9% | +38.6% | +27.2% |
| YTD | -25.1% | +25.1% | -50.2% | -22.5% |
| 1Y | -48.1% | +28.8% | -77.0% | -46.8% |
| All | -48.1% | +23.6% | -71.8% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling