-73.2%
DOCS vs AMBA
-54.5%
-18.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.5% |
| 7D | -1.4% | -11.0% | +9.5% | +2.0% |
| 30D | +21.8% | -23.2% | +45.0% | +31.8% |
| 3M | +27.3% | -12.7% | +40.0% | +26.6% |
| 6M | -0.3% | +11.2% | -11.6% | -11.6% |
| YTD | -40.5% | -11.2% | -29.3% | -43.9% |
| 1Y | -61.5% | -22.5% | -39.0% | -62.9% |
| 3Y | +8.2% | -1.3% | +9.5% | -14.6% |
| All | -73.2% | -54.5% | -18.7% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling