+243.4%
AMAT vs DOCS
-36.0%
+279.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.8% | +7.1% | +4.7% |
| 7D | -1.5% | -1.4% | -0.1% | -1.3% |
| 30D | -14.8% | +21.8% | -36.6% | -17.9% |
| 3M | -9.3% | +27.3% | -36.6% | -13.7% |
| 6M | +27.4% | -0.3% | +27.7% | +24.7% |
| YTD | +77.6% | -40.5% | +118.1% | +89.1% |
| 1Y | +188.9% | -61.5% | +250.5% | +232.0% |
| 3Y | +202.3% | +8.2% | +194.1% | +170.5% |
| 5Y | +248.9% | -73.4% | +322.3% | +243.9% |
| All | +243.4% | -36.0% | +279.4% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling