-48.1%
DOCS vs AMRZ
-14.7%
-33.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -2.0% |
| 7D | -0.8% | +1.2% | -1.9% | -0.6% |
| 30D | +17.4% | +15.1% | +2.3% | +18.3% |
| 3M | +57.4% | -18.1% | +75.4% | +54.2% |
| 6M | +26.5% | -23.5% | +50.0% | +24.4% |
| YTD | -26.6% | -21.6% | -5.0% | -28.0% |
| 1Y | -48.1% | -14.7% | -33.3% | -51.4% |
| All | -48.1% | -14.7% | -33.3% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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