-73.2%
DOCS vs AMC
-99.4%
+26.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.3% | -7.1% | -3.3% |
| 7D | -1.4% | +2.3% | -3.7% | -1.8% |
| 30D | +21.8% | -0.7% | +22.6% | +21.8% |
| 3M | +27.3% | +35.2% | -7.9% | +19.8% |
| 6M | -0.3% | +124.6% | -124.9% | -13.5% |
| YTD | -40.5% | +69.9% | -110.4% | -46.6% |
| 1Y | -61.5% | -2.6% | -59.0% | -62.9% |
| 3Y | +8.2% | -79.8% | +87.9% | +19.5% |
| All | -73.2% | -99.4% | +26.2% | -56.8% |
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