+55.8%
DOCS vs AMCR
+18.9%
+36.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.2% | -3.5% |
| 7D | -1.3% | -2.7% | +1.4% | -0.9% |
| 30D | +19.4% | +9.7% | +9.7% | +18.1% |
| 3M | +53.4% | -2.6% | +56.0% | +53.9% |
| 6M | +28.8% | +25.6% | +3.2% | +27.4% |
| YTD | -25.1% | +14.9% | -39.9% | -26.1% |
| 1Y | -48.1% | +20.5% | -68.7% | -49.2% |
| All | +55.8% | +18.9% | +36.9% | +37.2% |
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