+156.4%
AMAT vs DOCS
-53.1%
+209.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.6% | -4.3% |
| 7D | -11.2% | +1.2% | -12.4% | -11.4% |
| 30D | -31.9% | +21.3% | -53.2% | -34.1% |
| 3M | -32.3% | +58.4% | -90.7% | -38.2% |
| 6M | -5.4% | +39.3% | -44.7% | -13.0% |
| YTD | +44.3% | -21.7% | +66.0% | +48.2% |
| 1Y | +61.4% | -47.3% | +108.7% | +79.9% |
| 3Y | +170.6% | +58.2% | +112.4% | +114.6% |
| 5Y | +156.4% | -52.3% | +208.7% | +147.5% |
| All | +156.4% | -53.1% | +209.6% | +147.5% |
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