+126.7%
AMAT vs DIA
+53.0%
+73.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.9% |
| 7D | -14.7% | -0.9% | -13.8% | -13.2% |
| 30D | -36.1% | +0.3% | -36.4% | -36.3% |
| 3M | -36.9% | -4.5% | -32.4% | -31.8% |
| 6M | -22.2% | +3.4% | -25.5% | -26.1% |
| YTD | +29.9% | +7.8% | +22.2% | +15.7% |
| 1Y | +43.3% | +10.7% | +32.5% | +22.0% |
| 3Y | +142.7% | +57.5% | +85.1% | +13.0% |
| All | +126.7% | +53.0% | +73.7% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling