-51.1%
DOCS vs AMC
-99.3%
+48.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -12.5% | +8.2% | -2.6% |
| 7D | -1.3% | 0.0% | -1.3% | -1.4% |
| 30D | +19.4% | +4.4% | +15.0% | +18.7% |
| 3M | +53.4% | +15.4% | +38.0% | +49.8% |
| 6M | +28.8% | +93.7% | -65.0% | +14.2% |
| YTD | -25.1% | +97.4% | -122.5% | -34.4% |
| 1Y | -48.1% | +23.2% | -71.3% | -51.5% |
| 3Y | +51.4% | -71.3% | +122.6% | +62.4% |
| 5Y | -51.1% | -99.3% | +48.2% | -21.4% |
| All | -51.1% | -99.3% | +48.2% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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