+60.3%
DOCS vs AMCR
+16.7%
+43.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | 0.0% | -7.9% | +7.9% | +1.1% |
| 30D | +7.8% | +8.2% | -0.4% | +6.9% |
| 3M | +20.0% | -4.3% | +24.3% | +20.6% |
| 6M | +26.5% | +16.6% | +9.9% | +25.8% |
| YTD | -25.8% | +13.1% | -38.9% | -26.6% |
| 1Y | -39.5% | +14.4% | -53.9% | -40.2% |
| 3Y | +60.3% | +18.4% | +42.0% | +44.0% |
| All | +60.3% | +16.7% | +43.7% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling