+59.3%
AMAT vs DT
-8.6%
+68.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.4% |
| 7D | -2.5% | -7.5% | +5.1% | -3.2% |
| 30D | -26.5% | -31.5% | +5.0% | -30.1% |
| 3M | -28.6% | -14.0% | -14.6% | -28.5% |
| 6M | -14.2% | +6.9% | -21.1% | -10.0% |
| YTD | +45.5% | +0.3% | +45.1% | +57.0% |
| 1Y | +59.3% | -6.9% | +66.3% | +74.5% |
| All | +59.3% | -8.6% | +68.0% | +74.5% |
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