+1,321.9%
AMAT vs DIA
+235.1%
+1,086.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.9% |
| 7D | +11.4% | +2.1% | +9.2% | +8.2% |
| 30D | -17.0% | +1.5% | -18.5% | -18.5% |
| 3M | -30.6% | -2.4% | -28.2% | -27.9% |
| 6M | -14.9% | +6.0% | -20.9% | -21.4% |
| YTD | +44.7% | +10.1% | +34.6% | +27.3% |
| 1Y | +66.9% | +11.8% | +55.1% | +43.6% |
| 3Y | +153.3% | +59.7% | +93.6% | +30.6% |
| 5Y | +146.2% | +57.9% | +88.3% | +34.0% |
| All | +1,321.9% | +235.1% | +1,086.8% | +220.2% |
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 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