+126.7%
AMAT vs DINO
+245.4%
-118.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | -14.7% | -15.5% | +0.8% | -11.3% |
| 30D | -36.1% | -16.0% | -20.1% | -33.7% |
| 3M | -36.9% | +17.9% | -54.8% | -39.7% |
| 6M | -22.2% | +38.5% | -60.7% | -28.8% |
| YTD | +29.9% | +115.8% | -85.9% | +3.9% |
| 1Y | +43.3% | +87.1% | -43.9% | +19.2% |
| 3Y | +142.7% | +96.5% | +46.2% | +90.3% |
| All | +126.7% | +245.4% | -118.7% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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