+1,162.1%
AMAT vs DAR
+268.8%
+893.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | -14.7% | -9.9% | -4.8% | -11.0% |
| 30D | -36.1% | -16.4% | -19.7% | -31.5% |
| 3M | -36.9% | -17.1% | -19.8% | -32.6% |
| 6M | -22.2% | -20.5% | -1.7% | -15.8% |
| YTD | +29.9% | +39.4% | -9.5% | +11.0% |
| 1Y | +43.3% | +57.2% | -14.0% | +16.1% |
| 3Y | +142.7% | +13.9% | +128.8% | +109.0% |
| 5Y | +126.2% | -40.8% | +167.0% | +154.3% |
| All | +1,162.1% | +268.8% | +893.3% | +480.9% |
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