-5.4%
AMAT vs DOCN
-20.0%
+14.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.2% | +3.9% | -0.7% |
| 7D | -11.2% | -20.0% | +8.8% | -3.9% |
| 30D | -31.9% | -38.8% | +6.9% | -19.6% |
| 3M | -32.3% | -34.8% | +2.5% | -22.9% |
| 6M | -5.4% | -22.8% | +17.4% | +4.5% |
| All | -5.4% | -20.0% | +14.6% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling