+92,583.0%
AMAT vs DHI
+12,945.6%
+79,637.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +4.6% |
| 7D | -1.5% | -3.1% | +1.6% | -0.6% |
| 30D | -14.8% | -5.5% | -9.3% | -13.7% |
| 3M | -9.3% | -2.2% | -7.1% | -9.1% |
| 6M | +27.4% | -6.0% | +33.3% | +29.0% |
| YTD | +77.6% | 0.0% | +77.6% | +76.1% |
| 1Y | +188.9% | -18.2% | +207.2% | +201.6% |
| 3Y | +202.3% | +22.5% | +179.7% | +173.8% |
| 5Y | +248.9% | +58.4% | +190.5% | +193.8% |
| 10Y | +1,585.2% | +405.2% | +1,180.0% | +932.8% |
| All | +92,583.0% | +12,945.6% | +79,637.4% | +25,151.5% |
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