+1,162.1%
AMAT vs DIA
+242.5%
+919.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.8% |
| 7D | -14.7% | -0.9% | -13.8% | -13.3% |
| 30D | -36.1% | +0.3% | -36.4% | -36.2% |
| 3M | -36.9% | -4.5% | -32.4% | -32.4% |
| 6M | -22.2% | +3.4% | -25.5% | -25.6% |
| YTD | +29.9% | +7.8% | +22.2% | +17.7% |
| 1Y | +43.3% | +10.7% | +32.5% | +24.7% |
| 3Y | +142.7% | +57.5% | +85.1% | +27.7% |
| 5Y | +126.2% | +53.7% | +72.5% | +27.8% |
| All | +1,162.1% | +242.5% | +919.6% | +279.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling