+142.7%
AMAT vs DPZ
-3.1%
+145.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.3% |
| 7D | -14.7% | +6.6% | -21.3% | -15.0% |
| 30D | -36.1% | +10.3% | -46.4% | -36.5% |
| 3M | -36.9% | -6.2% | -30.7% | -36.4% |
| 6M | -22.2% | +4.2% | -26.4% | -22.9% |
| YTD | +29.9% | -18.4% | +48.3% | +37.6% |
| 1Y | +43.3% | -14.9% | +58.2% | +49.1% |
| 3Y | +142.7% | -4.6% | +147.3% | +125.0% |
| All | +142.7% | -3.1% | +145.8% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling