+17.7%
DOCU vs AMDL
+95.0%
-77.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.2% | -5.5% | +3.4% |
| 7D | +6.9% | +4.5% | +2.4% | +6.7% |
| 30D | +19.0% | -4.4% | +23.4% | +19.0% |
| 3M | +34.3% | -30.5% | +64.8% | +34.4% |
| 6M | +48.0% | +300.9% | -252.9% | +26.5% |
| YTD | 0.0% | +219.9% | -219.9% | -14.4% |
| 1Y | -10.3% | +374.7% | -385.0% | -29.1% |
| All | +17.7% | +95.0% | -77.3% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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