+66.0%
AMAT vs DRI
+36.6%
+29.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.6% |
| 7D | +19.3% | -0.3% | +19.7% | +19.3% |
| 30D | -17.9% | +10.8% | -28.8% | -17.5% |
| 3M | -30.4% | +0.9% | -31.3% | -29.6% |
| 6M | -11.4% | +16.3% | -27.8% | -12.4% |
| YTD | +48.8% | +27.8% | +21.0% | +39.7% |
| 1Y | +66.0% | +33.9% | +32.2% | +53.2% |
| All | +66.0% | +36.6% | +29.4% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling