-42.8%
DOCS vs AMRZ
-15.9%
-26.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -4.1% |
| 7D | -1.3% | +2.5% | -3.8% | -1.4% |
| 30D | +19.4% | +14.4% | +5.0% | +18.7% |
| 3M | +53.4% | -19.2% | +72.5% | +54.0% |
| 6M | +28.8% | -19.7% | +48.5% | +28.9% |
| YTD | -25.1% | -20.2% | -4.9% | -25.6% |
| 1Y | -48.1% | -15.1% | -33.1% | -50.1% |
| All | -42.8% | -15.9% | -26.9% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling