+167.6%
AMAT vs DIA
+58.3%
+109.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.5% | +5.2% |
| 7D | +7.0% | -1.6% | +8.6% | +10.9% |
| 30D | -20.6% | +1.3% | -21.9% | -21.9% |
| 3M | -24.8% | -2.1% | -22.7% | -21.9% |
| 6M | -10.7% | +6.2% | -17.0% | -18.9% |
| YTD | +54.3% | +10.3% | +43.9% | +32.5% |
| 1Y | +73.7% | +11.0% | +62.7% | +47.9% |
| 3Y | +168.4% | +60.4% | +108.1% | +21.6% |
| 5Y | +167.6% | +59.1% | +108.5% | +28.5% |
| All | +167.6% | +58.3% | +109.2% | +28.5% |
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