+73.7%
AMAT vs DRI
+36.0%
+37.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +5.9% | +6.1% |
| 7D | +7.0% | -0.7% | +7.7% | +6.9% |
| 30D | -20.6% | +14.7% | -35.3% | -20.2% |
| 3M | -24.8% | +5.4% | -30.2% | -24.0% |
| 6M | -10.7% | +18.8% | -29.6% | -12.3% |
| YTD | +54.3% | +28.4% | +25.9% | +45.1% |
| 1Y | +73.7% | +37.7% | +36.1% | +58.6% |
| All | +73.7% | +36.0% | +37.7% | +58.6% |
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