+3,078.7%
AMAT vs DLR
+3,551.7%
-473.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.8% | -4.3% |
| 7D | -11.2% | +2.8% | -14.0% | -12.2% |
| 30D | -31.9% | +2.8% | -34.7% | -32.6% |
| 3M | -32.3% | -4.0% | -28.4% | -31.2% |
| 6M | -5.4% | -5.6% | +0.2% | -3.6% |
| YTD | +44.3% | +21.9% | +22.3% | +32.5% |
| 1Y | +61.4% | +13.0% | +48.3% | +52.8% |
| 3Y | +170.6% | +52.2% | +118.4% | +124.5% |
| 5Y | +156.4% | +40.3% | +116.1% | +116.3% |
| 10Y | +1,356.4% | +186.1% | +1,170.3% | +801.5% |
| All | +3,078.7% | +3,551.7% | -473.0% | +563.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling