+55.8%
DOCS vs AME
+58.2%
-2.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.6% | -2.3% |
| 7D | -1.3% | -11.4% | +10.1% | +2.5% |
| 30D | +19.4% | -12.1% | +31.5% | +24.3% |
| 3M | +53.4% | -12.3% | +65.7% | +59.7% |
| 6M | +28.8% | -4.6% | +33.4% | +28.9% |
| YTD | -25.1% | +9.1% | -34.2% | -31.3% |
| 1Y | -48.1% | +13.3% | -61.4% | -53.5% |
| All | +55.8% | +58.2% | -2.4% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling