-37.4%
DOCS vs AME
+21.9%
-59.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +1.6% |
| 7D | 0.0% | -1.5% | +1.5% | -0.4% |
| 30D | +7.8% | -4.2% | +11.9% | +7.1% |
| 3M | +20.0% | -5.9% | +25.9% | +19.0% |
| 6M | +26.5% | +2.8% | +23.7% | +27.1% |
| YTD | -25.8% | +16.6% | -42.3% | -31.7% |
| All | -37.4% | +21.9% | -59.3% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling