+1,665.8%
AMAT vs DTE
+138.6%
+1,527.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.6% |
| 7D | +7.0% | +0.9% | +6.1% | +6.6% |
| 30D | -12.2% | -1.9% | -10.3% | -11.6% |
| 3M | -3.8% | -3.3% | -0.5% | -2.9% |
| 6M | +45.9% | -7.1% | +53.0% | +49.0% |
| YTD | +84.6% | +8.1% | +76.5% | +76.9% |
| 1Y | +193.4% | +5.3% | +188.1% | +183.5% |
| 3Y | +228.1% | +48.2% | +179.9% | +162.8% |
| 5Y | +268.9% | +33.2% | +235.7% | +207.2% |
| 10Y | +1,665.8% | +137.5% | +1,528.2% | +973.3% |
| All | +1,665.8% | +138.6% | +1,527.2% | +973.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling