-10.3%
DOCU vs AMRZ
-14.5%
+4.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | +6.9% | -1.9% | +8.8% | +7.0% |
| 30D | +19.0% | -16.9% | +35.9% | +20.1% |
| 3M | +34.3% | -19.2% | +53.5% | +35.6% |
| 6M | +48.0% | -29.3% | +77.3% | +51.6% |
| YTD | 0.0% | -18.0% | +18.0% | +0.7% |
| 1Y | -10.3% | -15.1% | +4.8% | -12.2% |
| All | -10.3% | -14.5% | +4.2% | -12.2% |
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