-5.4%
AMAT vs DOCS
+38.8%
-44.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.6% | -2.4% |
| 7D | -11.2% | +1.2% | -12.4% | -11.0% |
| 30D | -31.9% | +21.3% | -53.2% | -29.9% |
| 3M | -32.3% | +58.4% | -90.7% | -27.9% |
| 6M | -5.4% | +39.3% | -44.7% | +2.7% |
| All | -5.4% | +38.8% | -44.2% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling