+117.1%
AMAT vs D
+14.9%
+102.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.2% | -13.4% | -13.6% |
| 7D | -24.3% | +6.9% | -31.2% | -24.0% |
| 30D | -39.8% | +12.3% | -52.1% | -39.4% |
| 3M | -40.2% | +3.0% | -43.2% | -39.9% |
| 6M | -22.1% | +12.8% | -34.9% | -21.8% |
| YTD | +24.7% | +22.6% | +2.1% | +24.9% |
| 1Y | +33.3% | +21.7% | +11.6% | +33.5% |
| 3Y | +133.9% | +83.9% | +49.9% | +122.8% |
| 5Y | +117.1% | +14.0% | +103.1% | +133.5% |
| All | +117.1% | +14.9% | +102.1% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling