-34.6%
DOCS vs AMBA
-42.2%
+7.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.1% | +6.8% |
| 7D | +1.2% | -8.1% | +9.3% | +3.7% |
| 30D | +21.3% | -10.8% | +32.1% | +24.9% |
| 3M | +58.4% | -25.9% | +84.3% | +71.4% |
| 6M | +39.3% | -13.9% | +53.2% | +35.0% |
| YTD | -21.7% | -14.0% | -7.7% | -25.9% |
| 1Y | -47.3% | -25.7% | -21.6% | -48.4% |
| 3Y | +58.2% | +21.5% | +36.7% | +15.1% |
| 5Y | -52.3% | -68.9% | +16.7% | -49.2% |
| All | -34.6% | -42.2% | +7.6% | -37.4% |
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