+142.7%
AMAT vs DE
+82.4%
+60.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +3.0% | +3.8% |
| 7D | -14.7% | -0.6% | -14.1% | -14.5% |
| 30D | -36.1% | +2.3% | -38.3% | -36.7% |
| 3M | -36.9% | +9.5% | -46.4% | -39.4% |
| 6M | -22.2% | +14.1% | -36.3% | -26.2% |
| YTD | +29.9% | +45.4% | -15.5% | +12.7% |
| 1Y | +43.3% | +42.9% | +0.4% | +24.7% |
| 3Y | +142.7% | +84.8% | +57.8% | +95.0% |
| All | +142.7% | +82.4% | +60.3% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling