-73.2%
DOCS vs AME
+82.5%
-155.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.8% |
| 30D | +21.8% | -6.7% | +28.5% | +26.9% |
| 3M | +27.3% | +4.1% | +23.2% | +22.9% |
| 6M | -0.3% | +1.6% | -1.9% | -3.4% |
| YTD | -40.5% | +16.1% | -56.6% | -48.3% |
| 1Y | -61.5% | +27.3% | -88.9% | -69.1% |
| 3Y | +8.2% | +50.9% | -42.7% | -26.9% |
| All | -73.2% | +82.5% | -155.7% | -85.4% |
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 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