+8,094.5%
AMAT vs DIA
+1,144.9%
+6,949.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +5.0% |
| 7D | -1.5% | -0.2% | -1.3% | -1.3% |
| 30D | -14.8% | -1.5% | -13.3% | -13.1% |
| 3M | -9.3% | +3.8% | -13.0% | -13.3% |
| 6M | +27.4% | +10.3% | +17.1% | +12.7% |
| YTD | +77.6% | +12.1% | +65.5% | +54.0% |
| 1Y | +188.9% | +18.6% | +170.3% | +132.8% |
| 3Y | +202.3% | +60.6% | +141.7% | +64.7% |
| 5Y | +248.9% | +64.4% | +184.5% | +92.4% |
| 10Y | +1,585.2% | +250.1% | +1,335.1% | +270.8% |
| All | +8,094.5% | +1,144.9% | +6,949.6% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling