+219.1%
AMAT vs DOCN
+102.5%
+116.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.2% | +3.9% | -1.2% |
| 7D | -11.2% | -20.0% | +8.8% | -5.5% |
| 30D | -31.9% | -38.8% | +6.9% | -22.2% |
| 3M | -32.3% | -34.8% | +2.5% | -24.8% |
| 6M | -5.4% | -22.8% | +17.4% | -1.0% |
| YTD | +44.3% | +74.6% | -30.4% | +17.8% |
| 1Y | +61.4% | +116.4% | -55.1% | +23.7% |
| 3Y | +170.6% | +239.3% | -68.7% | +74.0% |
| 5Y | +156.4% | -20.2% | +176.7% | +102.8% |
| All | +219.1% | +102.5% | +116.6% | +109.3% |
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 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