+247.2%
AMAT vs DTE
+33.5%
+213.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -14.8% | -2.6% | -12.2% | -14.7% |
| 3M | -9.3% | -3.9% | -5.4% | -9.2% |
| 6M | +27.4% | -7.9% | +35.3% | +27.9% |
| YTD | +77.6% | +7.2% | +70.4% | +75.3% |
| 1Y | +188.9% | +3.1% | +185.9% | +186.3% |
| 3Y | +202.3% | +47.6% | +154.7% | +176.5% |
| All | +247.2% | +33.5% | +213.8% | +226.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling