+160.4%
AMAT vs DHR
+20.5%
+139.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.2% | -3.1% |
| 7D | +19.3% | +2.6% | +16.8% | +18.4% |
| 30D | -17.9% | +4.2% | -22.1% | -18.7% |
| 3M | -30.4% | +13.0% | -43.4% | -33.1% |
| 6M | -11.4% | +40.2% | -51.6% | -23.8% |
| YTD | +48.8% | +2.0% | +46.7% | +49.3% |
| 1Y | +66.0% | +6.6% | +59.4% | +62.9% |
| All | +160.4% | +20.5% | +139.9% | +131.5% |
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