+153.1%
AMAT vs DIA
+60.6%
+92.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +1.0% |
| 7D | -2.5% | +0.9% | -3.4% | -3.3% |
| 30D | -26.5% | +1.1% | -27.6% | -27.4% |
| 3M | -28.6% | -2.9% | -25.7% | -25.0% |
| 6M | -14.2% | +5.9% | -20.1% | -21.2% |
| YTD | +45.5% | +9.8% | +35.7% | +27.2% |
| 1Y | +59.3% | +11.7% | +47.6% | +35.7% |
| 3Y | +153.1% | +59.5% | +93.6% | +18.7% |
| All | +153.1% | +60.6% | +92.5% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling