+1,315.3%
AMAT vs DD
+105.4%
+1,209.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.9% | +5.5% | +7.5% |
| 7D | -1.1% | +9.8% | -10.9% | -6.6% |
| 30D | -26.9% | +19.3% | -46.3% | -34.8% |
| 3M | -31.2% | +9.4% | -40.6% | -35.1% |
| 6M | -14.7% | +4.8% | -19.5% | -17.4% |
| YTD | +44.7% | +30.2% | +14.5% | +21.5% |
| 1Y | +62.0% | +32.2% | +29.7% | +34.4% |
| 3Y | +165.0% | +93.1% | +71.9% | +66.5% |
| 5Y | +147.1% | +68.0% | +79.1% | +69.1% |
| 10Y | +1,315.3% | +98.5% | +1,216.8% | +812.1% |
| All | +1,315.3% | +105.4% | +1,209.9% | +812.1% |
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