+132.8%
AMAT vs DRI
+68.1%
+64.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.8% | -12.7% | -13.5% |
| 7D | -24.3% | +3.7% | -28.0% | -24.6% |
| 30D | -39.8% | +13.5% | -53.3% | -40.8% |
| 3M | -40.2% | +10.4% | -50.6% | -41.1% |
| 6M | -22.1% | +19.5% | -41.6% | -25.0% |
| YTD | +24.7% | +28.2% | -3.5% | +17.9% |
| 1Y | +33.3% | +31.0% | +2.3% | +25.2% |
| All | +132.8% | +68.1% | +64.7% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling