+1,321.9%
AMAT vs DAR
+311.7%
+1,010.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.9% | -3.2% |
| 7D | +11.4% | +11.6% | -0.2% | +6.7% |
| 30D | -17.0% | -10.2% | -6.8% | -13.3% |
| 3M | -30.6% | -14.8% | -15.8% | -26.5% |
| 6M | -14.9% | -10.1% | -4.9% | -12.3% |
| YTD | +44.7% | +55.5% | -10.8% | +18.5% |
| 1Y | +66.9% | +61.7% | +5.2% | +34.2% |
| 3Y | +153.3% | +37.2% | +116.1% | +101.8% |
| 5Y | +146.2% | -26.9% | +173.2% | +152.3% |
| All | +1,321.9% | +311.7% | +1,010.2% | +526.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling