+605.1%
AMAT vs DT
+71.4%
+533.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.6% | -7.0% | -11.3% |
| 7D | -24.3% | -28.3% | +4.0% | -15.4% |
| 30D | -39.8% | -28.4% | -11.4% | -32.8% |
| 3M | -40.2% | -14.1% | -26.1% | -37.7% |
| 6M | -22.1% | +13.2% | -35.3% | -28.2% |
| YTD | +24.7% | +0.8% | +23.8% | +17.8% |
| 1Y | +33.3% | -7.8% | +41.0% | +30.3% |
| 3Y | +133.9% | -8.3% | +142.2% | +123.4% |
| 5Y | +117.1% | -42.7% | +159.8% | +135.1% |
| All | +605.1% | +71.4% | +533.8% | +354.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling