+61.4%
AMAT vs DG
+45.3%
+16.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.5% | -11.8% | -1.4% |
| 7D | -11.2% | +12.3% | -23.5% | -8.8% |
| 30D | -31.9% | +19.3% | -51.2% | -29.3% |
| 3M | -32.3% | +11.9% | -44.2% | -30.2% |
| 6M | -5.4% | +25.0% | -30.4% | -2.1% |
| YTD | +44.3% | +8.7% | +35.5% | +52.2% |
| 1Y | +61.4% | +44.7% | +16.7% | +69.2% |
| All | +61.4% | +45.3% | +16.1% | +69.2% |
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