-20.0%
DRAM vs AMAT
-20.9%
+0.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -13.6% | -4.4% | -3.9% |
| 7D | -28.5% | -24.3% | -4.2% | -4.1% |
| 30D | -37.8% | -39.8% | +2.0% | +5.0% |
| 3M | -31.1% | -40.2% | +9.0% | +16.5% |
| 6M | -20.0% | -22.1% | +2.1% | -4.0% |
| All | -20.0% | -20.9% | +0.8% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling