+1,587.5%
AMAT vs DRI
+361.6%
+1,225.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | -14.8% | +3.8% | -18.6% | -16.3% |
| 3M | -9.3% | +13.0% | -22.3% | -14.6% |
| 6M | +27.4% | +8.3% | +19.1% | +21.9% |
| YTD | +77.6% | +20.6% | +56.9% | +61.9% |
| 1Y | +188.9% | +6.5% | +182.5% | +176.0% |
| 3Y | +202.3% | +53.7% | +148.6% | +140.7% |
| 5Y | +248.9% | +72.7% | +176.2% | +163.6% |
| All | +1,587.5% | +361.6% | +1,225.9% | +799.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling