+137,736.4%
AMAT vs D
+2,347.4%
+135,389.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.8% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -14.8% | -3.6% | -11.2% | -13.8% |
| 3M | -9.3% | -1.0% | -8.3% | -9.3% |
| 6M | +27.4% | +6.3% | +21.1% | +23.5% |
| YTD | +77.6% | +14.7% | +62.9% | +67.4% |
| 1Y | +188.9% | +16.9% | +172.0% | +169.5% |
| 3Y | +202.3% | +56.8% | +145.5% | +143.9% |
| 5Y | +248.9% | +5.2% | +243.7% | +224.1% |
| 10Y | +1,585.2% | +35.9% | +1,549.4% | +1,263.3% |
| All | +137,736.4% | +2,347.4% | +135,389.0% | +31,832.7% |
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