+154.1%
AMAT vs DINO
+250.8%
-96.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.8% |
| 7D | +19.3% | +5.0% | +14.3% | +18.1% |
| 30D | -17.9% | -19.9% | +2.0% | -13.9% |
| 3M | -30.4% | +16.8% | -47.2% | -33.3% |
| 6M | -11.4% | +44.8% | -56.3% | -19.8% |
| YTD | +48.8% | +128.0% | -79.3% | +17.7% |
| 1Y | +66.0% | +95.0% | -29.0% | +37.3% |
| 3Y | +158.8% | +115.4% | +43.5% | +98.9% |
| All | +154.1% | +250.8% | -96.8% | +63.3% |
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