+117.1%
AMAT vs DOCS
-54.0%
+171.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.3% | -9.3% | -12.9% |
| 7D | -24.3% | -1.3% | -22.9% | -24.1% |
| 30D | -39.8% | +19.4% | -59.2% | -41.6% |
| 3M | -40.2% | +53.4% | -93.6% | -45.0% |
| 6M | -22.1% | +28.8% | -50.9% | -27.3% |
| YTD | +24.7% | -25.1% | +49.7% | +29.1% |
| 1Y | +33.3% | -48.1% | +81.4% | +49.0% |
| 3Y | +133.9% | +51.4% | +82.5% | +86.5% |
| 5Y | +117.1% | -51.1% | +168.2% | +110.8% |
| All | +117.1% | -54.0% | +171.0% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling