+1,591.4%
AMAT vs DHR
+210.6%
+1,380.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.3% |
| 7D | -1.5% | -3.9% | +2.4% | +0.9% |
| 30D | -14.8% | +4.0% | -18.8% | -17.2% |
| 3M | -9.3% | +11.5% | -20.8% | -17.9% |
| 6M | +27.4% | +1.9% | +25.5% | +21.6% |
| YTD | +77.6% | -8.9% | +86.5% | +82.6% |
| 1Y | +188.9% | +5.1% | +183.8% | +166.0% |
| 3Y | +202.3% | -10.3% | +212.6% | +199.1% |
| 5Y | +248.9% | -27.8% | +276.7% | +301.6% |
| All | +1,591.4% | +210.6% | +1,380.8% | +473.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 10y: compounded portfolio wealth divided by compounded DHR 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…
10y analysis · Full analysis span regression · 6 months rolling