+41.5%
DRAM vs AMAT
-1.3%
+42.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +1.9% | +1.8% |
| 7D | -18.2% | -14.7% | -3.5% | -2.9% |
| 30D | -34.5% | -36.1% | +1.6% | +3.7% |
| 3M | -23.6% | -36.9% | +13.2% | +21.7% |
| 6M | -19.3% | -22.2% | +2.9% | +3.2% |
| All | +41.5% | -1.3% | +42.9% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT 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 1y: compounded portfolio wealth divided by compounded AMAT 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…
1y analysis · Full analysis span regression · 6 months rolling