-54.2%
DOCS vs AME
+66.2%
-120.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.6% | -3.5% |
| 7D | -0.8% | -5.2% | +4.4% | +1.8% |
| 30D | +17.4% | -8.0% | +25.4% | +22.5% |
| 3M | +57.4% | -8.9% | +66.3% | +64.4% |
| 6M | +26.5% | -5.0% | +31.5% | +27.6% |
| YTD | -26.6% | +11.9% | -38.5% | -35.5% |
| 1Y | -48.1% | +16.6% | -64.7% | -55.8% |
| 3Y | +52.6% | +62.5% | -9.8% | -6.4% |
| All | -54.2% | +66.2% | -120.5% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling