+73.7%
AMAT vs DPZ
-17.9%
+91.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +5.9% |
| 7D | +7.0% | -3.5% | +10.5% | +5.3% |
| 30D | -20.6% | +5.7% | -26.3% | -18.3% |
| 3M | -24.8% | -7.5% | -17.3% | -26.5% |
| 6M | -10.7% | +6.2% | -16.9% | -6.5% |
| YTD | +54.3% | -19.8% | +74.1% | +60.1% |
| 1Y | +73.7% | -18.0% | +91.7% | +78.1% |
| All | +73.7% | -17.9% | +91.7% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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