+1,315.3%
AMAT vs DTE
+138.9%
+1,176.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.4% | +8.9% | +10.5% |
| 7D | -1.1% | +1.8% | -2.9% | -1.6% |
| 30D | -26.9% | +9.0% | -35.9% | -29.3% |
| 3M | -31.2% | -0.2% | -31.0% | -31.2% |
| 6M | -14.7% | +0.1% | -14.8% | -15.3% |
| YTD | +44.7% | +10.0% | +34.7% | +37.7% |
| 1Y | +62.0% | +4.7% | +57.3% | +57.1% |
| 3Y | +165.0% | +55.7% | +109.3% | +108.1% |
| 5Y | +147.1% | +45.1% | +102.0% | +97.1% |
| 10Y | +1,315.3% | +145.1% | +1,170.2% | +800.3% |
| All | +1,315.3% | +138.9% | +1,176.3% | +800.3% |
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