+5,653.4%
AMAT vs DIA
+1,101.7%
+4,551.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.5% | -10.0% | -8.8% |
| 7D | -24.3% | -1.6% | -22.7% | -22.4% |
| 30D | -39.8% | 0.0% | -39.8% | -39.7% |
| 3M | -40.2% | -4.9% | -35.2% | -36.0% |
| 6M | -22.1% | +5.0% | -27.2% | -26.7% |
| YTD | +24.7% | +8.2% | +16.5% | +13.5% |
| 1Y | +33.3% | +10.3% | +23.0% | +18.4% |
| 3Y | +133.9% | +58.4% | +75.5% | +30.1% |
| 5Y | +117.1% | +54.3% | +62.7% | +30.2% |
| 10Y | +1,158.7% | +248.6% | +910.1% | +179.2% |
| All | +5,653.4% | +1,101.7% | +4,551.6% | +180.7% |
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 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