-32.9%
DOCS vs AMCR
+8.7%
-41.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.6% | -2.4% | +4.9% | +3.0% |
| 30D | +11.4% | +3.6% | +7.8% | +11.2% |
| 3M | +25.4% | -4.2% | +29.6% | +26.3% |
| 6M | +42.5% | +15.5% | +27.0% | +44.9% |
| YTD | -24.7% | +9.7% | -34.4% | -26.4% |
| 1Y | -32.9% | +8.3% | -41.2% | -33.5% |
| All | -32.9% | +8.7% | -41.6% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling