-52.3%
DOCS vs AMC
-99.1%
+46.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.3% | -1.0% | +5.4% |
| 7D | +1.2% | +17.7% | -16.5% | -0.9% |
| 30D | +21.3% | +26.2% | -4.9% | +17.6% |
| 3M | +58.4% | +31.3% | +27.0% | +52.1% |
| 6M | +39.3% | +142.8% | -103.5% | +20.0% |
| YTD | -21.7% | +125.6% | -147.3% | -32.5% |
| 1Y | -47.3% | +40.2% | -87.6% | -51.6% |
| 3Y | +58.2% | -67.2% | +125.3% | +66.8% |
| 5Y | -52.3% | -99.1% | +46.8% | -27.2% |
| All | -52.3% | -99.1% | +46.8% | -27.2% |
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