+147.1%
AMAT vs DHR
-11.3%
+158.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +11.4% | +1.2% | +10.2% | +10.8% |
| 30D | -17.0% | +3.7% | -20.8% | -18.1% |
| 3M | -30.6% | +14.5% | -45.1% | -35.1% |
| 6M | -14.9% | +40.9% | -55.9% | -30.7% |
| YTD | +44.7% | +2.4% | +42.3% | +41.4% |
| 1Y | +66.9% | +6.1% | +60.8% | +59.6% |
| 3Y | +153.3% | +21.0% | +132.3% | +112.1% |
| All | +147.1% | -11.3% | +158.4% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling