+203.0%
AMAT vs DT
+9.0%
+194.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.5% |
| 7D | -1.5% | -3.3% | +1.8% | -1.1% |
| 30D | -14.8% | +2.0% | -16.8% | -15.1% |
| 3M | -9.3% | +20.0% | -29.3% | -12.2% |
| 6M | +27.4% | +39.3% | -11.9% | +17.5% |
| YTD | +77.6% | +19.8% | +57.8% | +71.8% |
| 1Y | +188.9% | +4.3% | +184.7% | +193.4% |
| All | +203.0% | +9.0% | +194.1% | +190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling