+772.6%
AMAT vs DT
+73.5%
+699.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.3% | +5.5% |
| 7D | +7.0% | -5.4% | +12.4% | +9.3% |
| 30D | -20.6% | -32.2% | +11.6% | -9.5% |
| 3M | -24.8% | -10.9% | -13.8% | -22.5% |
| 6M | -10.7% | +10.0% | -20.7% | -16.6% |
| YTD | +54.3% | +2.1% | +52.2% | +45.2% |
| 1Y | +73.7% | -5.5% | +79.2% | +68.5% |
| 3Y | +168.4% | -12.4% | +180.8% | +161.6% |
| 5Y | +167.6% | -39.7% | +207.3% | +184.4% |
| All | +772.6% | +73.5% | +699.1% | +459.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling