+193.4%
AMAT vs DE
+45.5%
+147.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.6% |
| 7D | +7.0% | +0.7% | +6.3% | +6.7% |
| 30D | -12.2% | +9.6% | -21.9% | -15.4% |
| 3M | -3.8% | +19.0% | -22.8% | -9.2% |
| 6M | +45.9% | +16.1% | +29.9% | +37.6% |
| YTD | +84.6% | +47.0% | +37.6% | +72.3% |
| 1Y | +193.4% | +43.1% | +150.2% | +184.1% |
| All | +193.4% | +45.5% | +147.9% | +184.1% |
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