-22.1%
AMAT vs DD
+5.6%
-27.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.8% | -9.7% | -10.8% |
| 7D | -24.3% | +3.1% | -27.4% | -25.3% |
| 30D | -39.8% | +8.7% | -48.5% | -42.7% |
| 3M | -40.2% | -1.2% | -39.0% | -38.5% |
| 6M | -22.1% | -1.1% | -21.0% | -18.9% |
| All | -22.1% | +5.6% | -27.7% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling