+247.2%
AMAT vs D
+4.5%
+242.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | -14.8% | -3.6% | -11.2% | -14.9% |
| 3M | -9.3% | -1.0% | -8.3% | -9.3% |
| 6M | +27.4% | +6.3% | +21.1% | +27.3% |
| YTD | +77.6% | +14.7% | +62.9% | +77.2% |
| 1Y | +188.9% | +16.9% | +172.0% | +188.0% |
| 3Y | +202.3% | +56.8% | +145.5% | +193.5% |
| All | +247.2% | +4.5% | +242.7% | +260.4% |
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 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