+61.4%
AMAT vs D
+23.9%
+37.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -0.9% |
| 7D | -11.2% | +8.5% | -19.7% | -7.1% |
| 30D | -31.9% | +14.3% | -46.2% | -27.0% |
| 3M | -32.3% | +1.8% | -34.1% | -30.6% |
| 6M | -5.4% | +13.0% | -18.4% | +1.1% |
| YTD | +44.3% | +22.7% | +21.5% | +61.1% |
| 1Y | +61.4% | +22.6% | +38.8% | +81.4% |
| All | +61.4% | +23.9% | +37.5% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling