+126.7%
AMAT vs DT
-43.6%
+170.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | -14.7% | -24.7% | +10.0% | -7.2% |
| 30D | -36.1% | -27.4% | -8.7% | -29.7% |
| 3M | -36.9% | -11.1% | -25.7% | -35.2% |
| 6M | -22.2% | +13.7% | -35.9% | -28.2% |
| YTD | +29.9% | +0.2% | +29.7% | +23.7% |
| 1Y | +43.3% | -5.7% | +48.9% | +39.7% |
| 3Y | +142.7% | -8.1% | +150.8% | +132.3% |
| All | +126.7% | -43.6% | +170.3% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling