+72.2%
DOCU vs AMBA
+31.0%
+41.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +6.9% | -11.0% | +17.8% | +10.7% |
| 30D | +19.0% | -23.2% | +42.2% | +28.7% |
| 3M | +34.3% | -12.7% | +47.0% | +33.2% |
| 6M | +48.0% | +11.2% | +36.8% | +30.8% |
| YTD | 0.0% | -11.2% | +11.2% | -6.0% |
| 1Y | -10.3% | -22.5% | +12.3% | -13.7% |
| 3Y | +32.4% | -1.3% | +33.7% | +5.5% |
| 5Y | -77.9% | -54.2% | -23.8% | -78.6% |
| All | +72.2% | +31.0% | +41.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 all: compounded portfolio wealth divided by compounded AMBA 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…
all analysis · Full analysis span regression · 6 months rolling