+147.1%
AMAT vs DT
-37.8%
+184.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +11.4% | +3.1% | +8.2% | +10.3% |
| 30D | -17.0% | -29.5% | +12.5% | -7.8% |
| 3M | -30.6% | -11.7% | -18.9% | -28.5% |
| 6M | -14.9% | +29.0% | -43.9% | -24.5% |
| YTD | +44.7% | +3.4% | +41.3% | +36.5% |
| 1Y | +66.9% | -4.2% | +71.1% | +62.5% |
| 3Y | +153.3% | -12.8% | +166.1% | +149.7% |
| All | +147.1% | -37.8% | +184.9% | +149.2% |
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