+203.0%
AMAT vs DLR
+56.7%
+146.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | -1.5% | +1.6% | -3.1% | -2.3% |
| 30D | -14.8% | -3.4% | -11.4% | -13.3% |
| 3M | -9.3% | +0.5% | -9.8% | -10.0% |
| 6M | +27.4% | +4.6% | +22.8% | +23.8% |
| YTD | +77.6% | +23.4% | +54.2% | +58.1% |
| 1Y | +188.9% | +19.0% | +169.9% | +160.9% |
| All | +203.0% | +56.7% | +146.4% | +129.7% |
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 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