-38.7%
DOCS vs AMCR
+0.9%
-39.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.2% |
| 7D | -0.8% | -5.3% | +4.6% | +1.3% |
| 30D | +17.4% | +8.7% | +8.7% | +13.9% |
| 3M | +57.4% | -3.3% | +60.6% | +59.5% |
| 6M | +26.5% | +15.1% | +11.5% | +20.5% |
| YTD | -26.6% | +12.4% | -39.0% | -31.1% |
| 1Y | -48.1% | +15.8% | -63.9% | -52.0% |
| 3Y | +52.6% | +16.7% | +35.9% | +29.5% |
| 5Y | -52.1% | -5.1% | -47.0% | -50.9% |
| All | -38.7% | +0.9% | -39.6% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling