+126.7%
AMAT vs DRI
+74.0%
+52.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | -14.7% | +2.8% | -17.5% | -15.8% |
| 30D | -36.1% | +13.3% | -49.3% | -39.5% |
| 3M | -36.9% | +8.2% | -45.0% | -39.4% |
| 6M | -22.2% | +17.5% | -39.7% | -29.1% |
| YTD | +29.9% | +26.9% | +3.0% | +13.2% |
| 1Y | +43.3% | +31.6% | +11.7% | +22.2% |
| 3Y | +142.7% | +67.0% | +75.7% | +69.0% |
| All | +126.7% | +74.0% | +52.7% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling