+59.3%
AMAT vs DE
+48.3%
+11.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | -2.5% | +3.3% | -5.7% | -3.3% |
| 30D | -26.5% | +10.7% | -37.3% | -28.8% |
| 3M | -28.6% | +13.1% | -41.7% | -32.0% |
| 6M | -14.2% | +20.2% | -34.5% | -19.4% |
| YTD | +45.5% | +48.9% | -3.4% | +39.7% |
| 1Y | +59.3% | +46.6% | +12.7% | +53.1% |
| All | +59.3% | +48.3% | +11.0% | +53.1% |
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 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