-51.1%
DOCS vs AME
+62.5%
-113.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.6% | -0.9% |
| 7D | -1.3% | -11.4% | +10.1% | +5.3% |
| 30D | +19.4% | -12.1% | +31.5% | +27.9% |
| 3M | +53.4% | -12.3% | +65.7% | +64.0% |
| 6M | +28.8% | -4.6% | +33.4% | +29.1% |
| YTD | -25.1% | +9.1% | -34.2% | -33.1% |
| 1Y | -48.1% | +13.3% | -61.4% | -55.1% |
| 3Y | +51.4% | +58.2% | -6.8% | -5.4% |
| 5Y | -51.1% | +63.4% | -114.5% | -72.8% |
| All | -51.1% | +62.5% | -113.6% | -72.8% |
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