+247.2%
AMAT vs DD
+61.3%
+185.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.1% |
| 7D | -1.5% | -3.5% | +2.0% | +1.0% |
| 30D | -14.8% | -10.3% | -4.5% | -8.2% |
| 3M | -9.3% | -7.5% | -1.7% | -4.3% |
| 6M | +27.4% | -8.0% | +35.4% | +34.9% |
| YTD | +77.6% | +10.5% | +67.1% | +64.8% |
| 1Y | +188.9% | +38.3% | +150.7% | +127.0% |
| 3Y | +202.3% | +42.5% | +159.8% | +125.6% |
| All | +247.2% | +61.3% | +185.9% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling