+59.3%
AMAT vs DPZ
-17.6%
+76.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | 0.0% |
| 7D | -2.5% | +2.2% | -4.6% | -1.4% |
| 30D | -26.5% | +6.7% | -33.2% | -24.1% |
| 3M | -28.6% | -4.5% | -24.0% | -29.3% |
| 6M | -14.2% | +3.3% | -17.5% | -10.1% |
| YTD | +45.5% | -19.4% | +64.9% | +51.0% |
| 1Y | +59.3% | -17.3% | +76.6% | +63.2% |
| All | +59.3% | -17.6% | +76.9% | +63.2% |
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