+188.9%
AMAT vs DIA
+19.6%
+169.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +5.3% |
| 7D | -1.5% | -0.2% | -1.3% | -1.2% |
| 30D | -14.8% | -1.5% | -13.3% | -12.3% |
| 3M | -9.3% | +3.8% | -13.0% | -15.4% |
| 6M | +27.4% | +10.3% | +17.1% | +6.3% |
| YTD | +77.6% | +12.1% | +65.5% | +43.9% |
| 1Y | +188.9% | +18.6% | +170.3% | +109.8% |
| All | +188.9% | +19.6% | +169.4% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling