+61.4%
AMAT vs DIA
+15.0%
+46.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -8.3% |
| 7D | -11.2% | +1.6% | -12.8% | -13.5% |
| 30D | -31.9% | +4.1% | -36.0% | -36.6% |
| 3M | -32.3% | -1.0% | -31.3% | -31.0% |
| 6M | -5.4% | +9.7% | -15.0% | -20.3% |
| YTD | +44.3% | +12.2% | +32.1% | +16.4% |
| 1Y | +61.4% | +14.9% | +46.5% | +25.2% |
| All | +61.4% | +15.0% | +46.4% | +25.2% |
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