+27.4%
AMAT vs DOCS
-1.5%
+28.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.8% | +7.1% | +4.0% |
| 7D | -1.5% | -1.4% | -0.1% | -1.7% |
| 30D | -14.8% | +21.8% | -36.6% | -12.5% |
| 3M | -9.3% | +27.3% | -36.6% | -5.0% |
| 6M | +27.4% | -0.3% | +27.7% | +35.7% |
| All | +27.4% | -1.5% | +28.9% | +35.7% |
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