-32.3%
AMAT vs DOCS
+61.6%
-93.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.6% | -3.4% |
| 7D | -11.2% | +1.2% | -12.4% | -11.2% |
| 30D | -31.9% | +21.3% | -53.2% | -31.9% |
| 3M | -32.3% | +58.4% | -90.7% | -33.7% |
| All | -32.3% | +61.6% | -93.9% | -33.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling