+203.0%
AMAT vs D
+56.9%
+146.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.1% |
| 7D | -1.5% | +0.4% | -1.9% | -1.4% |
| 30D | -14.8% | -3.6% | -11.2% | -15.3% |
| 3M | -9.3% | -1.0% | -8.3% | -9.4% |
| 6M | +27.4% | +6.3% | +21.1% | +28.7% |
| YTD | +77.6% | +14.7% | +62.9% | +81.1% |
| 1Y | +188.9% | +16.9% | +172.0% | +195.6% |
| All | +203.0% | +56.9% | +146.1% | +215.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling