+1,315.3%
AMAT vs DE
+798.9%
+516.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.9% | +8.4% | +9.8% |
| 7D | -1.1% | +3.5% | -4.6% | -2.6% |
| 30D | -26.9% | +11.3% | -38.2% | -31.0% |
| 3M | -31.2% | +11.6% | -42.8% | -35.8% |
| 6M | -14.7% | +20.9% | -35.6% | -23.6% |
| YTD | +44.7% | +49.7% | -5.0% | +13.7% |
| 1Y | +62.0% | +49.5% | +12.5% | +27.0% |
| 3Y | +165.0% | +94.7% | +70.3% | +72.7% |
| 5Y | +147.1% | +107.4% | +39.7% | +48.4% |
| 10Y | +1,315.3% | +793.2% | +522.1% | +346.1% |
| All | +1,315.3% | +798.9% | +516.4% | +346.1% |
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