+8.9%
DOCS vs AMBA
-1.0%
+9.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -1.4% | -11.0% | +9.5% | +0.5% |
| 30D | +21.8% | -23.2% | +45.0% | +27.6% |
| 3M | +27.3% | -12.7% | +40.0% | +27.4% |
| 6M | -0.3% | +11.2% | -11.6% | -7.7% |
| YTD | -40.5% | -11.2% | -29.3% | -42.5% |
| 1Y | -61.5% | -22.5% | -39.0% | -62.1% |
| All | +8.9% | -1.0% | +9.9% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling