+66.0%
AMAT vs DIA
+10.3%
+55.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -2.9% |
| 7D | +19.3% | +1.6% | +17.7% | +16.2% |
| 30D | -17.9% | +1.2% | -19.2% | -19.0% |
| 3M | -30.4% | -2.4% | -28.0% | -26.7% |
| 6M | -11.4% | +5.7% | -17.1% | -19.9% |
| YTD | +48.8% | +9.9% | +38.8% | +24.8% |
| 1Y | +66.0% | +9.8% | +56.2% | +39.9% |
| All | +66.0% | +10.3% | +55.7% | +39.9% |
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