+188.9%
AMAT vs DE
+49.4%
+139.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -1.5% | +10.0% | -11.5% | -5.0% |
| 30D | -14.8% | +13.3% | -28.1% | -18.8% |
| 3M | -9.3% | +17.5% | -26.8% | -14.1% |
| 6M | +27.4% | +13.6% | +13.8% | +19.8% |
| YTD | +77.6% | +49.8% | +27.8% | +65.4% |
| 1Y | +188.9% | +47.9% | +141.1% | +174.8% |
| All | +188.9% | +49.4% | +139.6% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling