+1,321.9%
AMAT vs DE
+762.0%
+559.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.3% |
| 7D | +11.4% | +0.3% | +11.1% | +11.4% |
| 30D | -17.0% | +3.6% | -20.6% | -18.5% |
| 3M | -30.6% | +10.2% | -40.9% | -34.8% |
| 6M | -14.9% | +16.6% | -31.5% | -22.3% |
| YTD | +44.7% | +45.8% | -1.1% | +15.3% |
| 1Y | +66.9% | +43.9% | +23.0% | +33.6% |
| 3Y | +153.3% | +89.6% | +63.7% | +67.5% |
| 5Y | +146.2% | +100.3% | +45.9% | +50.7% |
| All | +1,321.9% | +762.0% | +559.9% | +349.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling