+292.7%
AMAT vs DOCN
+171.0%
+121.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.5% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | -14.8% | -9.6% | -5.2% | -12.6% |
| 3M | -9.3% | -37.7% | +28.4% | +2.6% |
| 6M | +27.4% | +115.2% | -87.8% | 0.0% |
| YTD | +77.6% | +133.7% | -56.2% | +35.1% |
| 1Y | +188.9% | +250.2% | -61.2% | +95.8% |
| 3Y | +202.3% | +320.3% | -118.0% | +83.5% |
| 5Y | +248.9% | +53.1% | +195.8% | +140.4% |
| All | +292.7% | +171.0% | +121.7% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling