+158.2%
AMAT vs DD
+70.0%
+88.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | -2.5% | +2.2% | -4.7% | -3.5% |
| 30D | -26.5% | +20.7% | -47.2% | -35.6% |
| 3M | -28.6% | +11.3% | -39.9% | -33.9% |
| 6M | -14.2% | +6.0% | -20.2% | -17.9% |
| YTD | +45.5% | +31.7% | +13.8% | +18.9% |
| 1Y | +59.3% | +32.2% | +27.1% | +29.5% |
| 3Y | +153.1% | +92.7% | +60.4% | +49.0% |
| 5Y | +158.2% | +72.1% | +86.0% | +68.2% |
| All | +158.2% | +70.0% | +88.2% | +68.2% |
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