-37.4%
DOCS vs AMBA
-47.7%
+10.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.4% | +5.1% | -1.6% |
| 7D | -1.3% | -14.6% | +13.2% | +3.1% |
| 30D | +19.4% | -18.8% | +38.2% | +26.3% |
| 3M | +53.4% | -32.6% | +86.0% | +70.5% |
| 6M | +28.8% | -25.8% | +54.6% | +30.5% |
| YTD | -25.1% | -22.1% | -2.9% | -27.0% |
| 1Y | -48.1% | -36.2% | -11.9% | -46.6% |
| 3Y | +51.4% | +10.0% | +41.4% | +13.3% |
| 5Y | -51.1% | -71.6% | +20.5% | -46.6% |
| All | -37.4% | -47.7% | +10.3% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling