+188.9%
AMAT vs DG
+23.4%
+165.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.5% |
| 7D | -1.5% | +8.4% | -9.9% | -0.7% |
| 30D | -14.8% | +4.9% | -19.7% | -14.2% |
| 3M | -9.3% | +29.3% | -38.6% | -8.9% |
| 6M | +27.4% | -11.3% | +38.7% | +31.4% |
| YTD | +77.6% | +1.8% | +75.8% | +82.3% |
| 1Y | +188.9% | +25.3% | +163.6% | +192.7% |
| All | +188.9% | +23.4% | +165.5% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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