+137,736.4%
AMAT vs DE
+14,847.5%
+122,888.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -1.5% | +10.0% | -11.5% | -5.7% |
| 30D | -14.8% | +13.3% | -28.1% | -19.6% |
| 3M | -9.3% | +17.5% | -26.8% | -15.5% |
| 6M | +27.4% | +13.6% | +13.8% | +20.2% |
| YTD | +77.6% | +49.8% | +27.8% | +47.3% |
| 1Y | +188.9% | +47.9% | +141.1% | +140.2% |
| 3Y | +202.3% | +72.5% | +129.8% | +130.1% |
| 5Y | +248.9% | +90.2% | +158.7% | +148.9% |
| 10Y | +1,585.2% | +865.4% | +719.8% | +502.7% |
| All | +137,736.4% | +14,847.5% | +122,888.9% | +14,041.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling