+137,736.4%
AMAT vs DD
+961.9%
+136,774.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.1% |
| 7D | -1.5% | -3.5% | +2.0% | +0.2% |
| 30D | -14.8% | -10.3% | -4.5% | -10.4% |
| 3M | -9.3% | -7.5% | -1.7% | -5.9% |
| 6M | +27.4% | -8.0% | +35.4% | +32.8% |
| YTD | +77.6% | +10.5% | +67.1% | +69.5% |
| 1Y | +188.9% | +38.3% | +150.7% | +147.4% |
| 3Y | +202.3% | +42.5% | +159.8% | +151.4% |
| 5Y | +248.9% | +60.2% | +188.7% | +177.7% |
| 10Y | +1,585.2% | +68.9% | +1,516.4% | +1,165.7% |
| All | +137,736.4% | +961.9% | +136,774.5% | +35,330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling