+1,587.5%
AMAT vs DOC
-2.1%
+1,589.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.1% |
| 7D | -1.5% | -1.5% | 0.0% | -0.9% |
| 30D | -14.8% | -4.8% | -10.0% | -13.1% |
| 3M | -9.3% | +6.9% | -16.2% | -12.5% |
| 6M | +27.4% | +20.7% | +6.6% | +15.8% |
| YTD | +77.6% | +34.1% | +43.4% | +54.0% |
| 1Y | +188.9% | +22.6% | +166.3% | +159.8% |
| 3Y | +202.3% | +20.8% | +181.5% | +166.0% |
| 5Y | +248.9% | -24.9% | +273.8% | +280.2% |
| All | +1,587.5% | -2.1% | +1,589.5% | +1,460.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling