+77,548.6%
AMAT vs DHI
+13,145.9%
+64,402.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.1% |
| 7D | +19.3% | -8.0% | +27.4% | +22.0% |
| 30D | -17.9% | +7.0% | -24.9% | -20.1% |
| 3M | -30.4% | -0.6% | -29.8% | -31.1% |
| 6M | -11.4% | +1.5% | -12.9% | -13.1% |
| YTD | +48.8% | +1.5% | +47.2% | +45.4% |
| 1Y | +66.0% | +0.4% | +65.6% | +62.5% |
| 3Y | +158.8% | +21.9% | +136.9% | +132.8% |
| 5Y | +153.2% | +56.1% | +97.0% | +111.8% |
| 10Y | +1,370.6% | +493.3% | +877.4% | +758.4% |
| All | +77,548.6% | +13,145.9% | +64,402.7% | +20,751.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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