+137,736.4%
AMAT vs DTE
+3,490.8%
+134,245.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 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