+117.1%
AMAT vs DOCN
-34.6%
+151.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -15.9% | +2.3% | -8.8% |
| 7D | -24.3% | -29.3% | +5.0% | -16.0% |
| 30D | -39.8% | -46.0% | +6.2% | -28.1% |
| 3M | -40.2% | -43.2% | +3.0% | -30.3% |
| 6M | -22.1% | -53.7% | +31.6% | -4.2% |
| YTD | +24.7% | +46.9% | -22.3% | +6.5% |
| 1Y | +33.3% | +54.3% | -21.1% | +11.9% |
| 3Y | +133.9% | +185.5% | -51.7% | +55.1% |
| 5Y | +117.1% | -31.1% | +148.2% | +76.3% |
| All | +117.1% | -34.6% | +151.6% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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