+1,591.4%
AMAT vs DE
+863.7%
+727.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -1.5% | +10.0% | -11.5% | -6.7% |
| 30D | -14.8% | +13.3% | -28.1% | -20.8% |
| 3M | -9.3% | +17.5% | -26.8% | -17.1% |
| 6M | +27.4% | +13.6% | +13.8% | +18.2% |
| YTD | +77.6% | +49.8% | +27.8% | +40.0% |
| 1Y | +188.9% | +47.9% | +141.1% | +128.4% |
| 3Y | +202.3% | +72.5% | +129.8% | +111.7% |
| 5Y | +248.9% | +90.2% | +158.7% | +120.7% |
| All | +1,591.4% | +863.7% | +727.8% | +357.4% |
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