+132.8%
AMAT vs DAR
+13.0%
+119.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.1% | -10.5% | -12.9% |
| 7D | -24.3% | -8.1% | -16.2% | -22.9% |
| 30D | -39.8% | -17.1% | -22.7% | -37.4% |
| 3M | -40.2% | -12.3% | -27.9% | -38.9% |
| 6M | -22.1% | -21.8% | -0.3% | -18.5% |
| YTD | +24.7% | +40.8% | -16.2% | +14.0% |
| 1Y | +33.3% | +57.4% | -24.1% | +18.8% |
| All | +132.8% | +13.0% | +119.9% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling