+100,756.0%
AMAT vs DHR
+63,020.6%
+37,735.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.3% |
| 7D | -14.7% | -0.9% | -13.9% | -14.1% |
| 30D | -36.1% | +5.4% | -41.5% | -37.6% |
| 3M | -36.9% | +15.3% | -52.2% | -41.5% |
| 6M | -22.2% | +32.1% | -54.3% | -34.4% |
| YTD | +29.9% | +1.2% | +28.7% | +25.3% |
| 1Y | +43.3% | +10.1% | +33.2% | +32.1% |
| 3Y | +142.7% | +19.9% | +122.8% | +109.6% |
| 5Y | +126.2% | -8.8% | +135.0% | +123.3% |
| 10Y | +1,211.7% | +255.3% | +956.4% | +568.3% |
| All | +100,756.0% | +63,020.6% | +37,735.5% | +6,005.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling