+203.0%
AMAT vs DOC
+20.8%
+182.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.7% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | -14.8% | -4.8% | -10.0% | -13.9% |
| 3M | -9.3% | +6.9% | -16.2% | -11.3% |
| 6M | +27.4% | +20.7% | +6.6% | +20.3% |
| YTD | +77.6% | +34.1% | +43.4% | +63.1% |
| 1Y | +188.9% | +22.6% | +166.3% | +171.1% |
| All | +203.0% | +20.8% | +182.3% | +167.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling