+96,674.4%
AMAT vs D
+2,488.7%
+94,185.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.2% | -13.4% | -13.5% |
| 7D | -24.3% | +6.9% | -31.2% | -26.1% |
| 30D | -39.8% | +12.3% | -52.1% | -42.4% |
| 3M | -40.2% | +3.0% | -43.2% | -41.1% |
| 6M | -22.1% | +12.8% | -34.9% | -26.2% |
| YTD | +24.7% | +22.6% | +2.1% | +14.3% |
| 1Y | +33.3% | +21.7% | +11.6% | +22.2% |
| 3Y | +133.9% | +83.9% | +49.9% | +77.7% |
| 5Y | +117.1% | +14.0% | +103.1% | +95.5% |
| 10Y | +1,158.7% | +45.6% | +1,113.1% | +889.9% |
| All | +96,674.4% | +2,488.7% | +94,185.7% | +21,802.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling