+1,587.5%
AMAT vs DLR
+164.2%
+1,423.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | +1.6% | -3.1% | -2.2% |
| 30D | -14.8% | -3.4% | -11.4% | -13.4% |
| 3M | -9.3% | +0.5% | -9.8% | -10.1% |
| 6M | +27.4% | +4.6% | +22.8% | +24.0% |
| YTD | +77.6% | +23.4% | +54.2% | +59.7% |
| 1Y | +188.9% | +19.0% | +169.9% | +163.5% |
| 3Y | +202.3% | +56.5% | +145.8% | +138.7% |
| 5Y | +248.9% | +33.3% | +215.6% | +187.1% |
| All | +1,587.5% | +164.2% | +1,423.2% | +951.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling