+75,418.5%
AMAT vs DHI
+13,246.8%
+62,171.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | +11.4% | -4.1% | +15.4% | +12.6% |
| 30D | -17.0% | +9.3% | -26.3% | -19.7% |
| 3M | -30.6% | -2.6% | -28.1% | -30.9% |
| 6M | -14.9% | +4.1% | -19.0% | -17.1% |
| YTD | +44.7% | +2.3% | +42.4% | +41.1% |
| 1Y | +66.9% | +2.7% | +64.1% | +62.3% |
| 3Y | +153.3% | +23.2% | +130.1% | +127.2% |
| 5Y | +146.2% | +57.3% | +88.9% | +105.5% |
| 10Y | +1,330.3% | +497.8% | +832.5% | +733.0% |
| All | +75,418.5% | +13,246.8% | +62,171.8% | +20,136.2% |
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