+61.4%
AMAT vs DT
-5.1%
+66.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.4% |
| 7D | -11.2% | -25.5% | +14.3% | -14.9% |
| 30D | -31.9% | -22.3% | -9.6% | -34.1% |
| 3M | -32.3% | +2.3% | -34.7% | -30.4% |
| 6M | -5.4% | +20.7% | -26.1% | +0.9% |
| YTD | +44.3% | +7.9% | +36.3% | +54.5% |
| 1Y | +61.4% | -5.7% | +67.1% | +73.4% |
| All | +61.4% | -5.1% | +66.5% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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