+96,674.4%
AMAT vs DD
+1,069.5%
+95,604.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.8% | -9.7% | -11.8% |
| 7D | -24.3% | +3.1% | -27.4% | -25.3% |
| 30D | -39.8% | +8.7% | -48.5% | -42.2% |
| 3M | -40.2% | -1.2% | -39.0% | -39.9% |
| 6M | -22.1% | -1.1% | -21.0% | -21.7% |
| YTD | +24.7% | +21.7% | +3.0% | +13.6% |
| 1Y | +33.3% | +24.0% | +9.2% | +20.2% |
| 3Y | +133.9% | +75.6% | +58.2% | +76.9% |
| 5Y | +117.1% | +58.2% | +58.9% | +73.6% |
| 10Y | +1,158.7% | +88.0% | +1,070.7% | +798.8% |
| All | +96,674.4% | +1,069.5% | +95,604.8% | +23,651.9% |
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 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