Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AMAT vs DTE✓SelectedUSD · DTEAMAT vs DTE performance historyLatest closeAs of+4.31%09/04
Stock and ETF performance explorer

AMAT vs DTE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+137,736.4%
DTE return
+3,490.8%
Excess return
+134,245.6%
Maximum drawdown
-85.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDTEExcessAlpha
1D+4.3%-0.7%+5.0%+4.6%
7D-1.5%+0.2%-1.7%-1.6%
30D-14.8%-2.6%-12.2%-13.9%
3M-9.3%-3.9%-5.4%-8.3%
6M+27.4%-7.9%+35.3%+30.5%
YTD+77.6%+7.2%+70.4%+71.0%
1Y+188.9%+3.1%+185.9%+182.0%
3Y+202.3%+47.6%+154.7%+147.5%
5Y+248.9%+32.7%+216.2%+195.5%
10Y+1,585.2%+138.8%+1,446.5%+986.9%
All+137,736.4%+3,490.8%+134,245.6%+32,474.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling