+117.1%
AMAT vs DPZ
-27.3%
+144.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.3% | -13.9% | -13.6% |
| 7D | -24.3% | +9.5% | -33.8% | -26.1% |
| 30D | -39.8% | +12.8% | -52.6% | -41.8% |
| 3M | -40.2% | -6.2% | -33.9% | -39.4% |
| 6M | -22.1% | +4.3% | -26.4% | -24.5% |
| YTD | +24.7% | -16.6% | +41.3% | +31.0% |
| 1Y | +33.3% | -12.8% | +46.1% | +37.0% |
| 3Y | +133.9% | -0.8% | +134.7% | +117.9% |
| 5Y | +117.1% | -25.8% | +142.9% | +135.2% |
| All | +117.1% | -27.3% | +144.3% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling