+142.7%
AMAT vs DHR
+18.6%
+124.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.6% |
| 7D | -14.7% | -0.9% | -13.9% | -14.3% |
| 30D | -36.1% | +5.4% | -41.5% | -37.0% |
| 3M | -36.9% | +15.3% | -52.2% | -39.8% |
| 6M | -22.2% | +32.1% | -54.3% | -31.4% |
| YTD | +29.9% | +1.2% | +28.7% | +30.7% |
| 1Y | +43.3% | +10.1% | +33.2% | +37.8% |
| 3Y | +142.7% | +19.9% | +122.8% | +115.2% |
| All | +142.7% | +18.6% | +124.1% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling