-38.0%
DOCS vs AME
+83.9%
-121.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | -1.3% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | +7.8% | -4.2% | +11.9% | +9.9% |
| 3M | +20.0% | -5.9% | +25.9% | +23.0% |
| 6M | +26.5% | +2.8% | +23.7% | +21.4% |
| YTD | -25.8% | +16.6% | -42.3% | -36.4% |
| 1Y | -39.5% | +22.1% | -61.6% | -50.0% |
| 3Y | +60.3% | +64.7% | -4.3% | -1.4% |
| 5Y | -57.0% | +76.6% | -133.6% | -76.6% |
| All | -38.0% | +83.9% | -121.9% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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