+1,162.1%
AMAT vs DD
+87.9%
+1,074.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.5% |
| 7D | -14.7% | +4.6% | -19.3% | -17.1% |
| 30D | -36.1% | +11.8% | -47.9% | -40.6% |
| 3M | -36.9% | +2.2% | -39.0% | -37.9% |
| 6M | -22.2% | -1.6% | -20.6% | -21.5% |
| YTD | +29.9% | +23.0% | +6.9% | +13.0% |
| 1Y | +43.3% | +26.9% | +16.3% | +21.8% |
| 3Y | +142.7% | +77.9% | +64.8% | +60.6% |
| 5Y | +126.2% | +59.9% | +66.3% | +59.6% |
| All | +1,162.1% | +87.9% | +1,074.2% | +755.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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