+126.7%
AMAT vs D
+12.5%
+114.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.1% |
| 7D | -14.7% | +3.0% | -17.7% | -14.6% |
| 30D | -36.1% | +11.5% | -47.6% | -35.8% |
| 3M | -36.9% | +3.7% | -40.6% | -36.6% |
| 6M | -22.2% | +13.5% | -35.7% | -22.0% |
| YTD | +29.9% | +20.7% | +9.2% | +30.1% |
| 1Y | +43.3% | +18.2% | +25.0% | +43.5% |
| 3Y | +142.7% | +73.3% | +69.4% | +133.0% |
| All | +126.7% | +12.5% | +114.2% | +141.3% |
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