-5.4%
AMAT vs DOC
+27.8%
-33.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -3.0% |
| 7D | -11.2% | +8.7% | -19.9% | -10.5% |
| 30D | -31.9% | +7.6% | -39.5% | -31.3% |
| 3M | -32.3% | -5.3% | -27.1% | -31.5% |
| 6M | -5.4% | +27.6% | -33.0% | -10.7% |
| All | -5.4% | +27.8% | -33.2% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling