+203.0%
AMAT vs DD
+43.0%
+160.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.1% |
| 7D | -1.5% | -3.5% | +2.0% | +0.6% |
| 30D | -14.8% | -10.3% | -4.5% | -9.2% |
| 3M | -9.3% | -7.5% | -1.7% | -5.1% |
| 6M | +27.4% | -8.0% | +35.4% | +33.8% |
| YTD | +77.6% | +10.5% | +67.1% | +68.1% |
| 1Y | +188.9% | +38.3% | +150.7% | +139.8% |
| All | +203.0% | +43.0% | +160.1% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling