+1,321.9%
AMAT vs DD
+97.1%
+1,224.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | +11.4% | +5.0% | +6.4% | +8.1% |
| 30D | -17.0% | +19.7% | -36.7% | -26.1% |
| 3M | -30.6% | +7.2% | -37.8% | -33.7% |
| 6M | -14.9% | +1.0% | -16.0% | -15.6% |
| YTD | +44.7% | +29.1% | +15.6% | +22.1% |
| 1Y | +66.9% | +28.5% | +38.4% | +41.0% |
| 3Y | +153.3% | +89.4% | +63.8% | +61.1% |
| 5Y | +146.2% | +67.1% | +79.1% | +68.9% |
| All | +1,321.9% | +97.1% | +1,224.8% | +815.0% |
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