+165.0%
AMAT vs DLR
+53.1%
+111.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.4% | +8.0% | +9.4% |
| 7D | -1.1% | +2.4% | -3.4% | -1.9% |
| 30D | -26.9% | +0.7% | -27.7% | -26.8% |
| 3M | -31.2% | -6.4% | -24.8% | -28.4% |
| 6M | -14.7% | -6.5% | -8.2% | -11.5% |
| YTD | +44.7% | +18.8% | +25.9% | +32.0% |
| 1Y | +62.0% | +9.0% | +52.9% | +54.2% |
| 3Y | +165.0% | +54.5% | +110.5% | +110.0% |
| All | +165.0% | +53.1% | +111.8% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling