+132.8%
AMAT vs DT
-8.7%
+141.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.6% | -7.0% | -12.7% |
| 7D | -24.3% | -28.3% | +4.0% | -21.1% |
| 30D | -39.8% | -28.4% | -11.4% | -37.2% |
| 3M | -40.2% | -14.1% | -26.1% | -39.0% |
| 6M | -22.1% | +13.2% | -35.3% | -24.8% |
| YTD | +24.7% | +0.8% | +23.8% | +24.0% |
| 1Y | +33.3% | -7.8% | +41.0% | +36.8% |
| All | +132.8% | -8.7% | +141.5% | +121.0% |
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