+132.8%
AMAT vs DIA
+58.2%
+74.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.5% | -10.0% | -7.9% |
| 7D | -24.3% | -1.6% | -22.7% | -22.0% |
| 30D | -39.8% | 0.0% | -39.8% | -39.6% |
| 3M | -40.2% | -4.9% | -35.2% | -35.1% |
| 6M | -22.1% | +5.0% | -27.2% | -27.6% |
| YTD | +24.7% | +8.2% | +16.5% | +11.2% |
| 1Y | +33.3% | +10.3% | +23.0% | +15.6% |
| All | +132.8% | +58.2% | +74.6% | +8.3% |
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