-5.4%
AMAT vs DOCU
+67.3%
-72.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.2% |
| 7D | -11.2% | -3.7% | -7.5% | -12.7% |
| 30D | -31.9% | +15.0% | -46.8% | -26.8% |
| 3M | -32.3% | +39.9% | -72.3% | -18.7% |
| 6M | -5.4% | +66.2% | -71.5% | +35.4% |
| All | -5.4% | +67.3% | -72.7% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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