+247.2%
AMAT vs DPZ
-28.9%
+276.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.8% |
| 7D | -1.5% | -2.5% | +1.0% | -0.8% |
| 30D | -14.8% | -7.0% | -7.8% | -13.2% |
| 3M | -9.3% | +11.6% | -20.9% | -13.9% |
| 6M | +27.4% | -15.2% | +42.6% | +33.6% |
| YTD | +77.6% | -17.2% | +94.8% | +87.3% |
| 1Y | +188.9% | -24.8% | +213.8% | +216.6% |
| 3Y | +202.3% | -8.7% | +211.0% | +193.4% |
| All | +247.2% | -28.9% | +276.1% | +287.5% |
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