+66.0%
AMAT vs DLR
+12.6%
+53.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.5% |
| 7D | +19.3% | +5.0% | +14.3% | +15.4% |
| 30D | -17.9% | +3.0% | -20.9% | -19.0% |
| 3M | -30.4% | -6.3% | -24.2% | -27.6% |
| 6M | -11.4% | -4.8% | -6.7% | -7.6% |
| YTD | +48.8% | +21.0% | +27.7% | +26.8% |
| 1Y | +66.0% | +15.1% | +50.9% | +44.5% |
| All | +66.0% | +12.6% | +53.4% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling